The structure of optimal investment strategy on the futures market (Q4232359)
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scientific article; zbMATH DE number 1262289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The structure of optimal investment strategy on the futures market |
scientific article; zbMATH DE number 1262289 |
Statements
The structure of optimal investment strategy on the futures market (English)
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9 February 2000
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optimal investment strategy
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futures market
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standard Wiener process
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self-financing
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\(\alpha\)-strategy
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