Minimizing the Expected Market Time to Reach a Certain Wealth Level (Q3402358): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the Expected Market Time to Reach a Certain Wealth Level |
scientific article |
Statements
Minimizing the Expected Market Time to Reach a Certain Wealth Level (English)
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3 February 2010
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numéraire portfolio
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growth-optimal portfolio
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market time
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upcrossing
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overshoot
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exponential Lévy markets
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Itô markets
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semimartingale markets
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