A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q127215878, #quickstatements; #temporary_batch_1722798197196 |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1017/jpr.2019.40 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1017/JPR.2019.40 / rank | |||
Normal rank | |||
Latest revision as of 16:28, 30 December 2024
scientific article; zbMATH DE number 7114083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A martingale approach for asset allocation with derivative security and hidden economic risk |
scientific article; zbMATH DE number 7114083 |
Statements
A martingale approach for asset allocation with derivative security and hidden economic risk (English)
0 references
7 October 2019
0 references
asset allocation
0 references
derivatives
0 references
filtering
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
0 references
