Essays on derivatives pricing and dynamic asset allocation

Anders Bjerre Trolle

Research output: Book/ReportPh.D. thesisResearch

Original languageEnglish
Place of PublicationFrederiksberg
PublisherSamfundslitteratur
Number of pages214
ISBN (Print)978-87-593-8324-7
Publication statusPublished - 2007
SeriesPhD series
Number16.2007
ISSN0906-6934

Cite this

Trolle, A. B. (2007). Essays on derivatives pricing and dynamic asset allocation. Frederiksberg: Samfundslitteratur. PhD series, No. 16.2007
Trolle, Anders Bjerre. / Essays on derivatives pricing and dynamic asset allocation. Frederiksberg : Samfundslitteratur, 2007. 214 p. (PhD series; No. 16.2007).
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author = "Trolle, {Anders Bjerre}",
note = "L{\o}benr.: 073183",
year = "2007",
language = "English",
isbn = "978-87-593-8324-7",
publisher = "Samfundslitteratur",
address = "Denmark",

}

Trolle, AB 2007, Essays on derivatives pricing and dynamic asset allocation. PhD series, no. 16.2007, Samfundslitteratur, Frederiksberg.

Essays on derivatives pricing and dynamic asset allocation. / Trolle, Anders Bjerre.

Frederiksberg : Samfundslitteratur, 2007. 214 p. (PhD series; No. 16.2007).

Research output: Book/ReportPh.D. thesisResearch

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KW - udenforområde

KW - Derivater

KW - Optioner

KW - Asset allocation

KW - Finansielle instrumenter

M3 - Ph.D. thesis

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BT - Essays on derivatives pricing and dynamic asset allocation

PB - Samfundslitteratur

CY - Frederiksberg

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Trolle AB. Essays on derivatives pricing and dynamic asset allocation. Frederiksberg: Samfundslitteratur, 2007. 214 p. (PhD series; No. 16.2007).