Equity-linked notes portfolio optimization (Q1982889)
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scientific article; zbMATH DE number 7395327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity-linked notes portfolio optimization |
scientific article; zbMATH DE number 7395327 |
Statements
Equity-linked notes portfolio optimization (English)
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14 September 2021
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equity-linked note
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risk utility function
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admissible strategy
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dynamic programming equation
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Hamilton-Jacobi-Bellman equations
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0.83130264
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0.82615906
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