Portfolio optimization and contingent claim pricing with differential information (Q4347778)
From MaRDI portal
scientific article; zbMATH DE number 1046183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization and contingent claim pricing with differential information |
scientific article; zbMATH DE number 1046183 |
Statements
Portfolio optimization and contingent claim pricing with differential information (English)
0 references
7 August 1997
0 references
portfolio optimization
0 references
contingent claim pricing
0 references
enlargement of filtration
0 references
differential information
0 references
risky asset price
0 references
