Predictable Forward Performance Processes: The Binomial Case (Q5212015)
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scientific article; zbMATH DE number 7157373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictable Forward Performance Processes: The Binomial Case |
scientific article; zbMATH DE number 7157373 |
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Predictable Forward Performance Processes: The Binomial Case (English)
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24 January 2020
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portfolio selection
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forward performance processes
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binomial model
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inverse investment problem
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functional equation
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predictability
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