A no arbitrage approach to Thiele's differential equation
Publikation: Working paper › Forskning
Standard
A no arbitrage approach to Thiele's differential equation. / Steffensen, Mogens.
København : Lab. of Actuarial Math. Univ. of Copenhagen, 1998. s. 20.Publikation: Working paper › Forskning
Harvard
Steffensen, M 1998 'A no arbitrage approach to Thiele's differential equation' Lab. of Actuarial Math. Univ. of Copenhagen, København, s. 20.
APA
Steffensen, M. (1998). A no arbitrage approach to Thiele's differential equation. (s. 20). Lab. of Actuarial Math. Univ. of Copenhagen.
Vancouver
Steffensen M. A no arbitrage approach to Thiele's differential equation. København: Lab. of Actuarial Math. Univ. of Copenhagen. 1998, s. 20.
Author
Bibtex
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title = "A no arbitrage approach to Thiele's differential equation",
author = "Mogens Steffensen",
year = "1998",
language = "English",
pages = "20",
publisher = "Lab. of Actuarial Math. Univ. of Copenhagen",
type = "WorkingPaper",
institution = "Lab. of Actuarial Math. Univ. of Copenhagen",
}
RIS
TY - UNPB
T1 - A no arbitrage approach to Thiele's differential equation
AU - Steffensen, Mogens
PY - 1998
Y1 - 1998
M3 - Working paper
SP - 20
BT - A no arbitrage approach to Thiele's differential equation
PB - Lab. of Actuarial Math. Univ. of Copenhagen
CY - København
ER -
ID: 45609