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AN OPTIMAL TRADING STRATEGY FOR PARTICIPATING POLICIES(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803746)

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scientific article; zbMATH DE number 1895593
Language Label Description Also known as
English
AN OPTIMAL TRADING STRATEGY FOR PARTICIPATING POLICIES(Special Issue on Theory, Methodology and Applications in Financial Engneering)
scientific article; zbMATH DE number 1895593

    Statements

    title
    AN OPTIMAL TRADING STRATEGY FOR PARTICIPATING POLICIES(Special Issue on Theory, Methodology and Applications in Financial Engneering) (English)
    0 references
    author
    Shoji Yumae
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    publication date
    2002
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    zbMATH Keywords
    asset portfolio
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    martingale method
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B30
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    60G44
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    zbMATH DE Number
    1895593
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    OpenAlex ID
    W2724716955
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    DOI
    10.15807/JORSJ.45.471
    0 references
     
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