Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets |
scientific article |
Statements
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (English)
0 references
7 October 2016
0 references
finance
0 references
asymmetric information
0 references
mispricing
0 references
optimal portfolio
0 references
simulation
0 references
0 references
0 references
