MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (Q5704732): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024905003220 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2053518223 / rank | |||
Normal rank | |||
Latest revision as of 11:31, 30 July 2024
scientific article; zbMATH DE number 2229327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT |
scientific article; zbMATH DE number 2229327 |
Statements
MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (English)
0 references
15 November 2005
0 references
hedging strategies
0 references
stochastic control
0 references
Brownian motion
0 references
policy improvement
0 references
timely information
0 references
0 references
