Minimizing the Expected Market Time to Reach a Certain Wealth Level (Q3402358): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0904.1903 / rank | |||
Normal rank | |||
Latest revision as of 15:28, 19 April 2024
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)
0 references
3 February 2010
0 references
numéraire portfolio
0 references
growth-optimal portfolio
0 references
market time
0 references
upcrossing
0 references
overshoot
0 references
exponential Lévy markets
0 references
Itô markets
0 references
semimartingale markets
0 references
