Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach (Q3169107): Difference between revisions
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Revision as of 09:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach |
scientific article |
Statements
Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach (English)
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27 April 2011
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optimal investment
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worst-case scenario
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market crash
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indifference strategy
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controller-vs-stopper game
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