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AMS 91G10

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AMS Classification 91G10
"Portfolio theory"

These are all the papers that have the " 91G10 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral and discounting
by Damiano Brigo of King's College London,
Cristin Buescu of King's College London,
Andrea Pallavicini of Banca IMI, and
Qing Liu of King's College London
(119K PDF) -- 8 pages -- July 17, 2012


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