Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model |
scientific article; zbMATH DE number 7826826
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model |
scientific article; zbMATH DE number 7826826 |
Statements
Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (English)
0 references
2 April 2024
0 references
asymptotic analysis
0 references
semimartingale
0 references
incomplete market
0 references
duality theory
0 references
