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Connections between no-arbitrage and the continuous time mean-variance framework

Thesis (Ph. D.)--UCLA, 2009. / Vita. Description based on print version record. Includes bibliographical references (leaves 118-119).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/439935319
Date January 2009
CreatorsCheng, Enoch,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
TypeDissertations, Academic
SourceRestricted to subscribing institutions

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