Portfolio optimization in discontinuous markets under incomplete information (Q2461283)
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scientific article; zbMATH DE number 5214745
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| English | Portfolio optimization in discontinuous markets under incomplete information |
scientific article; zbMATH DE number 5214745 |
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Portfolio optimization in discontinuous markets under incomplete information (English)
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27 November 2007
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portfolio optimization
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stochastic control
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discontinuous markets
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incomplete information
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0.8681511878967285
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0.8378445506095886
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0.8349588513374329
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0.8106494545936584
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0.8105565905570984
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