Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.ejor.2016.01.050 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2253650278 / rank | |||
Normal rank | |||
Revision as of 01:00, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets |
scientific article |
Statements
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (English)
0 references
7 October 2016
0 references
finance
0 references
asymmetric information
0 references
mispricing
0 references
optimal portfolio
0 references
simulation
0 references
