A no arbitrage approach to Thiele's differential equation

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Standard

A no arbitrage approach to Thiele's differential equation. / Steffensen, Mogens.

I: Insurance: Mathematics and Economics, Bind 27, 2000, s. 201-214.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Steffensen, M 2000, 'A no arbitrage approach to Thiele's differential equation', Insurance: Mathematics and Economics, bind 27, s. 201-214.

APA

Steffensen, M. (2000). A no arbitrage approach to Thiele's differential equation. Insurance: Mathematics and Economics, 27, 201-214.

Vancouver

Steffensen M. A no arbitrage approach to Thiele's differential equation. Insurance: Mathematics and Economics. 2000;27:201-214.

Author

Steffensen, Mogens. / A no arbitrage approach to Thiele's differential equation. I: Insurance: Mathematics and Economics. 2000 ; Bind 27. s. 201-214.

Bibtex

@article{318136e074c611dbbee902004c4f4f50,
title = "A no arbitrage approach to Thiele's differential equation",
author = "Mogens Steffensen",
year = "2000",
language = "English",
volume = "27",
pages = "201--214",
journal = "Insurance: Mathematics and Economics",
issn = "0167-6687",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - A no arbitrage approach to Thiele's differential equation

AU - Steffensen, Mogens

PY - 2000

Y1 - 2000

M3 - Journal article

VL - 27

SP - 201

EP - 214

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

SN - 0167-6687

ER -

ID: 147505