Dynamic hybrid products with guarantees -- an optimal portfolio framework (Q1757610)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic hybrid products with guarantees -- an optimal portfolio framework |
scientific article |
Statements
Dynamic hybrid products with guarantees -- an optimal portfolio framework (English)
0 references
15 January 2019
0 references
dynamic hybrid products
0 references
continuous-time portfolio optimization
0 references
DTH-products
0 references
discrete vs. continuous realization
0 references
