Reaching goals by a deadline: digital options and continuous-time active portfolio management (Q4705790)
From MaRDI portal
scientific article; zbMATH DE number 1370323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reaching goals by a deadline: digital options and continuous-time active portfolio management |
scientific article; zbMATH DE number 1370323 |
Statements
Reaching goals by a deadline: digital options and continuous-time active portfolio management (English)
0 references
27 June 2001
0 references
continuous trading
0 references
optimal policy
0 references
martingales
0 references
stochastic control
0 references
options
0 references
portfolios
0 references
