Optimal control of option portfolios and applications (Q1283714): Difference between revisions

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Revision as of 20:27, 19 March 2024

scientific article
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Optimal control of option portfolios and applications
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    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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