A no arbitrage approach to Thiele's differential equation
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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
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