Optimal investment in a Lévy market (Q2494467)

From MaRDI portal
Revision as of 02:17, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Optimal investment in a Lévy market
scientific article

    Statements

    title
    Optimal investment in a Lévy market (English)
    0 references
    author
    José Manuel Corcuera
    0 references
    João M. E. Guerra
    0 references
    David Nualart
    0 references
    Wim Schoutens
    0 references
    publication date
    28 June 2006
    0 references
    Mathematics Subject Classification ID
    91B28
    0 references
    60G46
    0 references
    60H30
    0 references
    zbMATH DE Number
    5036567
    0 references
    zbMATH Keywords
    Portfolio optimization
    0 references
    Levy processes
    0 references
    martingale measures
    0 references
    replicating portfolios
    0 references
    incomplete markets
    0 references
    HARA utility
    0 references
    OpenAlex ID
    W2066454752
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2494467&oldid=32754360"
    Powered by MediaWiki