A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050)

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scientific article; zbMATH DE number 7114083
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A martingale approach for asset allocation with derivative security and hidden economic risk
scientific article; zbMATH DE number 7114083

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    A martingale approach for asset allocation with derivative security and hidden economic risk (English)
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    7 October 2019
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    asset allocation
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    derivatives
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    filtering
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    Malliavin calculus
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