Simulation of diversified portfolios in a continuous financial markets

Platen, E

Rendek, RJ

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Publisher:: World Scientific Publishing
Publication Type:: Chapter
Citation:: Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan, 2012, 1, pp. 385 - 410
Issue Date:: 2012-01

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Field	Value	Language
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.contributor.author	Rendek, RJ	en_US
dc.contributor.editor	Zhang, T	en_US
dc.contributor.editor	Zhou, X	en_US
dc.date.issued	2012-01	en_US
dc.identifier.citation	Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan, 2012, 1, pp. 385 - 410	en_US
dc.identifier.isbn	9789814489157	en_US
dc.identifier.uri	http://hdl.handle.net/10453/31522
dc.publisher	World Scientific Publishing	en_US
dc.relation.ispartof	Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an Yan	en_US
dc.title	Simulation of diversified portfolios in a continuous financial markets	en_US
dc.type	Chapter
utslib.location	USA	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.citation.edition	1	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.edition	1	en_US
pubs.place-of-publication	USA	en_US

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