A no arbitrage approach to Thiele's differential equation

Publikation: Working paper › Forskning

Standard

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

København : Lab. of Actuarial Math. Univ. of Copenhagen, 1998. s. 20.

Publikation: Working paper › Forskning

Harvard

Steffensen, M 1998 'A no arbitrage approach to Thiele's differential equation' Lab. of Actuarial Math. Univ. of Copenhagen, København, s. 20.

APA

Steffensen, M. (1998). A no arbitrage approach to Thiele's differential equation. (s. 20). Lab. of Actuarial Math. Univ. of Copenhagen.

Vancouver

Steffensen M. A no arbitrage approach to Thiele's differential equation. København: Lab. of Actuarial Math. Univ. of Copenhagen. 1998, s. 20.

Author

Steffensen, Mogens. / A no arbitrage approach to Thiele's differential equation. København : Lab. of Actuarial Math. Univ. of Copenhagen, 1998. s. 20

Bibtex

@techreport{6e521ea074c011dbbee902004c4f4f50,
title = "A no arbitrage approach to Thiele's differential equation",
author = "Mogens Steffensen",
year = "1998",
language = "English",
pages = "20",
publisher = "Lab. of Actuarial Math. Univ. of Copenhagen",
type = "WorkingPaper",
institution = "Lab. of Actuarial Math. Univ. of Copenhagen",

}

RIS

TY - UNPB

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

AU - Steffensen, Mogens

PY - 1998

Y1 - 1998

M3 - Working paper

SP - 20

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

PB - Lab. of Actuarial Math. Univ. of Copenhagen

CY - København

ER -

ID: 45609