On Optimal Investment and Subexponential Claims

Research output: Working paperResearch

  • Hanspeter Schmidli
Original languageEnglish
Place of PublicationAfdeling for Anvendt Matematik og Statistik / Københavns Universitet
PublisherH.C.Ø.-Tryk
Pages1-13
ISBN (Print)87-7834-581-2
Publication statusPublished - 2004

ID: 159413