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Growth Optimal Portfolio Insurance in Continuous and Discrete Time - MaRDI portal

Growth Optimal Portfolio Insurance in Continuous and Discrete Time

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Publication:5176293

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DOI10.1007/978-3-642-29210-1_27zbMath1306.91133OpenAlexW188943604MaRDI QIDQ5176293

Sergey Sosnovskiy

Publication date: 3 March 2015

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-29210-1_27

Mathematics Subject Classification ID

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Growth Optimal Portfolio Insurance in Continuous and Discrete Time

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