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Optimal continuous-time hedging with leptokurtic returns

Aleš Černý

Publication Data

Title Optimal continuous-time hedging with leptokurtic returns
Author Aleš Černý
Publisher Tanaka Business School
Publication date 2005
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on 5 July, 2005)

Topics

Markets :: Mathematical models

Catalogue Data

OBNB ID GBA556324
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.0151

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Optimal continuous-time hedging with leptokurtic returns by Aleš Černý. Published by Tanaka Business School in 2005. Publication and catalogue information, links to buy online and reader comments.

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