Contingent claim valuation with penalty costs on short selling positions (2006)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Subjects: CONTROLE ÓTIMO; FINANÇAS
- Language: Inglês
- Imprenta:
- Publisher: WIT Press
- Publisher place: Southampton
- Date published: 2006
- ISBN: 1-84564-1744
- Source:
- Conference titles: International Conference on Computational Finance
-
ABNT
COSTA, Oswaldo Luiz do Valle e QUEIROZ FILHO, Edivar Vilela de. Contingent claim valuation with penalty costs on short selling positions. 2006, Anais.. Southampton: WIT Press, 2006. . Acesso em: 12 out. 2024. -
APA
Costa, O. L. do V., & Queiroz Filho, E. V. de. (2006). Contingent claim valuation with penalty costs on short selling positions. In Computational Finance and its Applications II. Southampton: WIT Press. -
NLM
Costa OL do V, Queiroz Filho EV de. Contingent claim valuation with penalty costs on short selling positions. Computational Finance and its Applications II. 2006 ;[citado 2024 out. 12 ] -
Vancouver
Costa OL do V, Queiroz Filho EV de. Contingent claim valuation with penalty costs on short selling positions. Computational Finance and its Applications II. 2006 ;[citado 2024 out. 12 ] - Alocação multi-período de ativos ótima com restrições intertemporais
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