Price systems constructed by optimal dynamic portfolios. (Q1403171)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Price systems constructed by optimal dynamic portfolios. |
scientific article; zbMATH DE number 1972735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price systems constructed by optimal dynamic portfolios. |
scientific article; zbMATH DE number 1972735 |
Statements
Price systems constructed by optimal dynamic portfolios. (English)
0 references
2000
0 references
martingale measure
0 references
utility maximization
0 references
optimal dynamic portfolio
0 references
pricing of options
0 references
dynamic programming
0 references
