A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050): Difference between revisions

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Property / DOI: 10.1017/jpr.2019.40 / rank
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Latest revision as of 16:28, 30 December 2024

scientific article; zbMATH DE number 7114083
Language Label Description Also known as
English
A martingale approach for asset allocation with derivative security and hidden economic risk
scientific article; zbMATH DE number 7114083

    Statements

    A martingale approach for asset allocation with derivative security and hidden economic risk (English)
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    7 October 2019
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    asset allocation
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    derivatives
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    filtering
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    Malliavin calculus
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