Price systems constructed by optimal dynamic portfolios. (Q1403171): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:20, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Price systems constructed by optimal dynamic portfolios. |
scientific article |
Statements
Price systems constructed by optimal dynamic portfolios. (English)
0 references
2000
0 references
martingale measure
0 references
utility maximization
0 references
optimal dynamic portfolio
0 references
pricing of options
0 references
dynamic programming
0 references