Continuously controlled options: derivatives with added flexibility (Q4916240)
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scientific article; zbMATH DE number 6156058
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Continuously controlled options: derivatives with added flexibility |
scientific article; zbMATH DE number 6156058 |
Statements
CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY (English)
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22 April 2013
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exotic options
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controlled options
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continuous-time market
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stochastic control
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HJB equation
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knapsack problem
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0.744848370552063
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0.7331874370574951
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0.7308725714683533
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