Korn, Ralf. <br/><br/>
Optimal portfolios :  stochastic models for optimal investment and risk management in continuous time / 
Ralf Korn. 
 - Singapore ;  River Edge, NJ :  World Scientific,  c1997. 
 - xi, 338 p. :  ill. ; 
<br/><br/><label>ISBN: </label>9810232152 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Portfolio management--Mathematical models.<br/>Options (Finance)--Mathematical models.<br/>Risk management--Mathematical models.<br/>Stochastic processes.
<br/><br/><label>Universal Decimal Class. No.: </label>519.242.5  / KOR