Reaching goals by a deadline: digital options and continuous-time active portfolio management (Q4705790): Difference between revisions

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Latest revision as of 23:43, 19 March 2024

scientific article; zbMATH DE number 1370323
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English
Reaching goals by a deadline: digital options and continuous-time active portfolio management
scientific article; zbMATH DE number 1370323

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    Reaching goals by a deadline: digital options and continuous-time active portfolio management (English)
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    27 June 2001
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    continuous trading
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    optimal policy
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    martingales
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    stochastic control
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    options
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    portfolios
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