A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050)
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scientific article; zbMATH DE number 7114083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A martingale approach for asset allocation with derivative security and hidden economic risk |
scientific article; zbMATH DE number 7114083 |
Statements
A martingale approach for asset allocation with derivative security and hidden economic risk (English)
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7 October 2019
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asset allocation
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derivatives
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filtering
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Malliavin calculus
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