Optimal strategies in equity securities and derivatives (Q1827006)
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scientific article; zbMATH DE number 2082078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal strategies in equity securities and derivatives |
scientific article; zbMATH DE number 2082078 |
Statements
Optimal strategies in equity securities and derivatives (English)
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6 August 2004
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asset allocation problem
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expected utiliy
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European options
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Geometric Brownian motions
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