BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES |
scientific article |
Statements
BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (English)
0 references
4 September 2013
0 references
optimal investment strategies
0 references
optimal stochastic control
0 references
diffusion process
0 references
Hamilton-Jacobi-Bellman equation
0 references
0 references
0 references