Optimal investment in derivative securities

• 1 January 2001
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 5  (1) , 33-59
• https://doi.org/10.1007/s007800000023

Abstract

Keywords

• FUNCTION
• INVESTMENT
• CONTRACT
• ASSET
• RISKY
• PRICE PROCESS
• OPTIMAL DERIVATIVE

All Related Versions

• Version 1, 2001-01-01, RePEc (Unconfirmed version)