Pages that link to "Item:Q4585052"
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The following pages link to Optimal portfolio of continuous‐time mean‐variance model with futures and options (Q4585052):
Displaying 7 items.
- Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market (Q1789776) (← links)
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- A class of portfolio selection with a four-factor futures price model (Q2271822) (← links)
- On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
- OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843) (← links)
- (Q3537907) (← links)
- Modeling and solving a multi-objective optimal portfolio of upstream oil and gas assets (Q6565709) (← links)