Price systems constructed by optimal dynamic portfolios. (Q1403171): Difference between revisions
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Latest revision as of 01:25, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price systems constructed by optimal dynamic portfolios. |
scientific article |
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Price systems constructed by optimal dynamic portfolios. (English)
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2000
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martingale measure
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utility maximization
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optimal dynamic portfolio
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pricing of options
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dynamic programming
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