Reaching goals by a deadline: digital options and continuous-time active portfolio management (Q4705790): Difference between revisions
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Revision as of 18:02, 5 March 2024
scientific article; zbMATH DE number 1370323
Language | Label | Description | Also known as |
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English | Reaching goals by a deadline: digital options and continuous-time active portfolio management |
scientific article; zbMATH DE number 1370323 |
Statements
Reaching goals by a deadline: digital options and continuous-time active portfolio management (English)
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27 June 2001
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continuous trading
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optimal policy
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martingales
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stochastic control
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options
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portfolios
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