Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841)
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scientific article; zbMATH DE number 6915876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Approximation of Optimal Portfolio for Small Time Horizons |
scientific article; zbMATH DE number 6915876 |
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Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (English)
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10 August 2018
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portfolio optimization
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stochastic control
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probability
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quantitative finance
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