Optimal trading strategy under disordered asset return and partial information (Q4901843)
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scientific article; zbMATH DE number 6130257
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal trading strategy under disordered asset return and partial information |
scientific article; zbMATH DE number 6130257 |
Statements
24 January 2013
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backward stochastic differential equation
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trading strategy
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partial information
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0.8575097322463989
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0.848035991191864
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0.8354441523551941
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0.812895655632019
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0.8007736206054688
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