On Optimal Investment and Subexponential Claims
Research output: Working paper › Research
Standard
On Optimal Investment and Subexponential Claims. / Schmidli, Hanspeter.
Afdeling for Anvendt Matematik og Statistik / Københavns Universitet : H.C.Ø.-Tryk, 2004. p. 1-13.Research output: Working paper › Research
Harvard
Schmidli, H 2004 'On Optimal Investment and Subexponential Claims' H.C.Ø.-Tryk, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, pp. 1-13.
APA
Schmidli, H. (2004). On Optimal Investment and Subexponential Claims. (pp. 1-13). H.C.Ø.-Tryk.
Vancouver
Schmidli H. On Optimal Investment and Subexponential Claims. Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk. 2004, p. 1-13.
Author
Bibtex
@techreport{ecf334f074c611dbbee902004c4f4f50,
title = "On Optimal Investment and Subexponential Claims",
author = "Hanspeter Schmidli",
year = "2004",
language = "English",
isbn = "87-7834-581-2",
pages = "1--13",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",
}
RIS
TY - UNPB
T1 - On Optimal Investment and Subexponential Claims
AU - Schmidli, Hanspeter
PY - 2004
Y1 - 2004
M3 - Working paper
SN - 87-7834-581-2
SP - 1
EP - 13
BT - On Optimal Investment and Subexponential Claims
PB - H.C.Ø.-Tryk
CY - Afdeling for Anvendt Matematik og Statistik / Københavns Universitet
ER -
ID: 159413