Optimal investment with derivatives and pricing in an incomplete market (Q2291996)
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scientific article; zbMATH DE number 7161525
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment with derivatives and pricing in an incomplete market |
scientific article; zbMATH DE number 7161525 |
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Optimal investment with derivatives and pricing in an incomplete market (English)
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31 January 2020
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incomplete market
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derivatives pricing
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portfolio selection
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stochastic control
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0.855184018611908
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0.8294530510902405
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0.8187065124511719
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