Optimal strategies in equity securities and derivatives (Q1827006)
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scientific article; zbMATH DE number 2082078
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| default for all languages | No label defined |
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| English | Optimal strategies in equity securities and derivatives |
scientific article; zbMATH DE number 2082078 |
Statements
Optimal strategies in equity securities and derivatives (English)
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6 August 2004
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asset allocation problem
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expected utiliy
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European options
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Geometric Brownian motions
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0.8306797742843628
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0.8235604166984558
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0.8043611645698547
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0.7922148704528809
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0.7579396963119507
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