Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach (Q3169107): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:56, 3 February 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)
0 references
27 April 2011
0 references
optimal investment
0 references
worst-case scenario
0 references
market crash
0 references
indifference strategy
0 references
controller-vs-stopper game
0 references
