Dynamic valuation of options on non-traded assets and trading strategies (Q741862)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic valuation of options on non-traded assets and trading strategies |
scientific article |
Statements
Dynamic valuation of options on non-traded assets and trading strategies (English)
0 references
15 September 2014
0 references
non-traded asset
0 references
option pricing
0 references
portfolio selection
0 references
stochastic control
0 references
