An Algorithm to Calculate the Return Distribution of Portfolios with Option Positions (Q3657717)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Algorithm to Calculate the Return Distribution of Portfolios with Option Positions |
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An Algorithm to Calculate the Return Distribution of Portfolios with Option Positions (English)
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1983
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calculations of return distribution of stock portfolios
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algorithm
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finite time horizon
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simulation tests
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finance
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optimal investment
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