Neutral and Indifference Portfolio Pricing, Hedging and Investing (Q3083149)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neutral and Indifference Portfolio Pricing, Hedging and Investing |
scientific article |
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Neutral and Indifference Portfolio Pricing, Hedging and Investing (English)
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18 March 2011
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incomplete markets
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investment portfolio optimization
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fundamental matrix of derivatives pricing and hedging
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equity valuation
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neutral indifference pricing
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stochastic volatility
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partial differential equations
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stochastic differential equations
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\texttt{Mathematica}
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