The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments
Research output: Contribution to journal › Journal article › Research › peer-review
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The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments. / Nielsen, Simon Ellersgaard; Jönsson, Martin; Poulsen, Rolf.
In: Quantitative Finance, Vol. 17, No. 4, 2017, p. 515–529.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Nielsen, SE, Jönsson, M & Poulsen, R 2017, 'The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments', Quantitative Finance, vol. 17, no. 4, pp. 515–529. https://doi.org/10.1080/14697688.2016.1222078
APA
Nielsen, S. E., Jönsson, M., & Poulsen, R. (2017). The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments. Quantitative Finance, 17(4), 515–529. https://doi.org/10.1080/14697688.2016.1222078
Vancouver
Nielsen SE, Jönsson M, Poulsen R. The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments. Quantitative Finance. 2017;17(4):515–529. https://doi.org/10.1080/14697688.2016.1222078
Author
Bibtex
@article{efe8182bd4274d0fb79fcdc21498b11d,
title = "The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments",
author = "Nielsen, {Simon Ellersgaard} and Martin J{\"o}nsson and Rolf Poulsen",
year = "2017",
doi = "10.1080/14697688.2016.1222078",
language = "English",
volume = "17",
pages = "515–529",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "4",
}
RIS
TY - JOUR
T1 - The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments
AU - Nielsen, Simon Ellersgaard
AU - Jönsson, Martin
AU - Poulsen, Rolf
PY - 2017
Y1 - 2017
U2 - 10.1080/14697688.2016.1222078
DO - 10.1080/14697688.2016.1222078
M3 - Journal article
VL - 17
SP - 515
EP - 529
JO - Quantitative Finance
JF - Quantitative Finance
SN - 1469-7688
IS - 4
ER -
ID: 168213942