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dc.contributor.authorBenth, Fred Espen
dc.contributor.authorKarlsen, Kenneth Hvistendahl
dc.contributor.authorReikvam, Kristin
dc.date.accessioned2019-05-08T07:15:52Z
dc.date.available2019-05-08T07:15:52Z
dc.date.issued2000-05
dc.PublishedDepartment of Applied Mathematics report no. 145
dc.identifier.issn0084-778xen_US
dc.identifier.urihttps://hdl.handle.net/1956/19544
dc.language.isoeng
dc.publisherDepartment of Mathematics, University of Bergenen_US
dc.relation.ispartofseriesDepartment of Applied Mathematics report
dc.relation.ispartofseries145
dc.titlePortfolio Optimization in a Lévy Market with Intertemporal Substitution and Transaction Costsen_US
dc.typeResearch report
dc.rights.holderCopyright the Department of Mathematics, University of Bergenen_US


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