Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955): Difference between revisions
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Latest revision as of 14:19, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets |
scientific article |
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Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (English)
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7 October 2016
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finance
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asymmetric information
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mispricing
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optimal portfolio
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simulation
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