CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS (Q5369441)
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scientific article; zbMATH DE number 6792306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS |
scientific article; zbMATH DE number 6792306 |
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CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS (English)
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17 October 2017
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CPDO
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HJB equation
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cash-in
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cash-out
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optimal leverage
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