Dynamic mean-risk optimization in a binomial model (Q1040686)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic mean-risk optimization in a binomial model |
scientific article |
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Dynamic mean-risk optimization in a binomial model (English)
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25 November 2009
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average value-at-risk
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Markov decision model
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binomial financial market
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