On the steady state of the replicating portfolios: Accounting for a growth rate

J.L. Wielhouwer

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)329-343
Number of pages14
JournalOR Spectrum
Volume25
Issue number3
Publication statusPublished - 2003

Cite this

Wielhouwer, J.L. / On the steady state of the replicating portfolios : Accounting for a growth rate. In: OR Spectrum. 2003 ; Vol. 25, No. 3. pp. 329-343.
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On the steady state of the replicating portfolios : Accounting for a growth rate. / Wielhouwer, J.L.

In: OR Spectrum, Vol. 25, No. 3, 2003, p. 329-343.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - On the steady state of the replicating portfolios

T2 - Accounting for a growth rate

AU - Wielhouwer, J.L.

N1 - Pagination: 14

PY - 2003

Y1 - 2003

M3 - Article

VL - 25

SP - 329

EP - 343

JO - OR Spektrum

JF - OR Spektrum

SN - 0171-6468

IS - 3

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