Optimal control of option portfolios and applications (Q1283714): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:48, 5 March 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)
0 references
30 June 1999
0 references
portfolio optimisation
0 references
continuous trading
0 references
option pricing
0 references
complete markets
0 references
trading constraints
0 references
