A novel portfolio optimization method and its application to the hedging problem (Q6614294)
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scientific article; zbMATH DE number 7922094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel portfolio optimization method and its application to the hedging problem |
scientific article; zbMATH DE number 7922094 |
Statements
A novel portfolio optimization method and its application to the hedging problem (English)
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7 October 2024
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dynamic portfolio optimization
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option pricing
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hedging strategies
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implied parameters
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imbedded asset pricing model
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external asset pricing model
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