Portfolio optimization with insider's initial information and counterparty risk (Q486930)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization with insider's initial information and counterparty risk |
scientific article |
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Portfolio optimization with insider's initial information and counterparty risk (English)
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19 January 2015
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asymmetric information
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enlargement of filtrations
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counterparty risk
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optimal investment
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duality
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dynamic programming
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