Browsing 15 Commerce, Management, Tourism and Services by Author "Akahori, J; Ogawa, S; Watanabe, S"

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  • Browsing 15 Commerce, Management, Tourism and Services by Author

Browsing 15 Commerce, Management, Tourism and Services by Author "Akahori, J; Ogawa, S; Watanabe, S"

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  • A benchmark framework for risk management 
    Platen Eckhard (World Scientific, 2004)
    The paper describes a general framework for contingent claim valuation for finance, insurance and general risk management. It considers security prices and portfolios with finite expected returns, where the growth optimal ...