Optimal superhedging under non-convex constraints - a BSDE approach

Zitieren

Dateien zu dieser Ressource

Dateien Größe Format Anzeige

Zu diesem Dokument gibt es keine Dateien.

BENDER, Christian, Michael KOHLMANN, 2008. Optimal superhedging under non-convex constraints - a BSDE approach. In: International Journal Of Theoretical Applied Finance. 11(4), pp. 363-380

@article{Bender2008Optim-828, title={Optimal superhedging under non-convex constraints - a BSDE approach}, year={2008}, doi={10.1142/S0219024908004841}, number={4}, volume={11}, journal={International Journal Of Theoretical Applied Finance}, pages={363--380}, author={Bender, Christian and Kohlmann, Michael} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/828"> <dc:contributor>Bender, Christian</dc:contributor> <dc:language>eng</dc:language> <dcterms:title>Optimal superhedging under non-convex constraints - a BSDE approach</dcterms:title> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:49:01Z</dc:date> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103416863-3868037-7"/> <dc:contributor>Kohlmann, Michael</dc:contributor> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/828"/> <dc:creator>Bender, Christian</dc:creator> <dcterms:bibliographicCitation>Publ. in: International Journal Of Theoretical Applied Finance 11 (2008), 4, pp. 363-380</dcterms:bibliographicCitation> <dc:creator>Kohlmann, Michael</dc:creator> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:49:01Z</dcterms:available> <dcterms:issued>2008</dcterms:issued> <dc:rights>deposit-license</dc:rights> </rdf:Description> </rdf:RDF>

Das Dokument erscheint in:

KOPS Suche


Stöbern

Mein Benutzerkonto