Optimal strategies in equity securities and derivatives (Q1827006)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal strategies in equity securities and derivatives |
scientific article |
Statements
Optimal strategies in equity securities and derivatives (English)
0 references
6 August 2004
0 references
asset allocation problem
0 references
expected utiliy
0 references
European options
0 references
Geometric Brownian motions
0 references
