scientific article; zbMATH DE number 6262719

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zbMath1289.91160MaRDI QIDQ5398752

Yan Zeng, Bo Yi, Zhong-Fei Li

Publication date: 28 February 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal strategy stochastic volatility utility maximization mispricing limited short selling constraint

Mathematics Subject Classification ID

Utility theory (91B16) Dynamic programming (90C39) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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