A no arbitrage approach to Thiele's differential equation

Originalsprog	Engelsk
Udgivelsessted	København
Udgiver	Lab. of Actuarial Math. Univ. of Copenhagen
Sider	20
Status	Udgivet - 1998

Citationsformater

@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",

}