Convergence of optimal strategies in a discrete time market with finite horizon (Q3414642)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of optimal strategies in a discrete time market with finite horizon |
scientific article |
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Convergence of optimal strategies in a discrete time market with finite horizon (English)
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10 January 2007
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utility maximization
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dynamic programming
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optimal strategies
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0.9321965
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0.9086713
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0.8833331
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0.8821238
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0.87612706
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0.87443745
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0.87241685
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