Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338): Difference between revisions
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Latest revision as of 18:43, 30 December 2024
scientific article; zbMATH DE number 7826826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model |
scientific article; zbMATH DE number 7826826 |
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Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (English)
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2 April 2024
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asymptotic analysis
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semimartingale
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incomplete market
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duality theory
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