Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955)
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scientific article; zbMATH DE number 6636251
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| English | Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets |
scientific article; zbMATH DE number 6636251 |
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Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (English)
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7 October 2016
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finance
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asymmetric information
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mispricing
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optimal portfolio
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simulation
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0.7981838583946228
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0.7934802174568176
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0.7864757776260376
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0.7772806286811829
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0.775566577911377
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