Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130)
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scientific article; zbMATH DE number 7533967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices |
scientific article; zbMATH DE number 7533967 |
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Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (English)
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31 May 2022
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derivative pricing
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optimal investment
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dynamic programming
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