Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
| Main Author: | Korn, Ralf |
|---|---|
| Published: |
Farrer Road, Singapore:
World Scientific Pub. Co. Pte. Ltd.,
1997.
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| Subjects: |
| Physical Description: |
xi, 338 p.: ill.; 23 cm. |
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| Bibliography: |
Includes bibliographical references and index |
| ISBN: |
9810232152 (hbk.) |