OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (Q3523599)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5320147
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS |
scientific article; zbMATH DE number 5320147 |
Statements
OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (English)
0 references
3 September 2008
0 references
utility function
0 references
security price and its filtration
0 references
partial and full information
0 references
filter
0 references
trading strategy
0 references
Clark's formula
0 references
value of information
0 references
0 references
0.872132420539856
0 references
0.8706909418106079
0 references
0.8620095252990723
0 references
0.8490137457847595
0 references
