Dynamic hybrid products with guarantees -- an optimal portfolio framework (Q1757610)
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scientific article; zbMATH DE number 7001790
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| English | Dynamic hybrid products with guarantees -- an optimal portfolio framework |
scientific article; zbMATH DE number 7001790 |
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Dynamic hybrid products with guarantees -- an optimal portfolio framework (English)
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15 January 2019
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dynamic hybrid products
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continuous-time portfolio optimization
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DTH-products
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discrete vs. continuous realization
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0.7674335837364197
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0.7641171216964722
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0.747536301612854
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0.7407808303833008
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