A dynamic programming approach to path-dependent constrained portfolios (Q2159555)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic programming approach to path-dependent constrained portfolios |
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A dynamic programming approach to path-dependent constrained portfolios (English)
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1 August 2022
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expected utility theory
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constrained portfolio optimization
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path-dependent claims
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barrier derivatives
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