Dynamic mean-risk optimization in a binomial model (Q1040686)
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scientific article; zbMATH DE number 5638450
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| English | Dynamic mean-risk optimization in a binomial model |
scientific article; zbMATH DE number 5638450 |
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Dynamic mean-risk optimization in a binomial model (English)
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25 November 2009
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average value-at-risk
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Markov decision model
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binomial financial market
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0.88767886
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0.8855526
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0.8824301
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0.8800233
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0.8774469
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