000 00687nmm a2200181Ia 4500
008 230427s9999||||xx |||||||||||||||||und||
020 _a9781470420857 (online)
100 _aKorn, Ralf.
245 0 _aOption pricing and portfolio optimization :
_bmodern methods of financial mathematics
260 _aProvidence, R.I. :
_bAmerican Mathematical Society,
_cc2001.
300 _a1 online resource (xiv, 253 p. : ill.)
490 _aGraduate Studies in Mathematics,
_vv. 31
504 _aIncludes bibliographical references (p. 247-249) and index.
650 _aOptions (Finance)
650 _aPortfolio management
700 _aKorn, Elke,
856 _uhttps://doi.org/10.1090/gsm/031
999 _c31983
_d31983