Optimal control of option portfolios and applications (Q1283714): Difference between revisions
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Revision as of 10:29, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of option portfolios and applications |
scientific article |
Statements
Optimal control of option portfolios and applications (English)
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30 June 1999
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portfolio optimisation
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continuous trading
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option pricing
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complete markets
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trading constraints
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