Dynamic valuation of options on non-traded assets and trading strategies (Q741862)
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scientific article; zbMATH DE number 6344496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic valuation of options on non-traded assets and trading strategies |
scientific article; zbMATH DE number 6344496 |
Statements
Dynamic valuation of options on non-traded assets and trading strategies (English)
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15 September 2014
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non-traded asset
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option pricing
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portfolio selection
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stochastic control
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