Exact solutions and approximations for optimal investment strategies and indifference prices (Q5080130)
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scientific article; zbMATH DE number 7533967
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| English | Exact solutions and approximations for optimal investment strategies and indifference prices |
scientific article; zbMATH DE number 7533967 |
Statements
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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0.7657865285873413
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0.7600104212760925
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0.7599418759346008
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0.7544768452644348
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0.753512442111969
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