|
|||||
|
|
Price systems constructed by optimal dynamic portfolios |
|
| Authors: | Manfred Schäl |
| Institution: | Universit?t Bonn, Institut für Angewandte Mathematik, Wegelerstr. 6, D-53115 Bonn, Germany (e-mail: schael@uni-bonn.de), DE |
| Abstract: | |
| Keywords: | : martingale measure utility maximization optimal dynamic portfolio pricing of options dynamic programming |
| 本文献已被 SpringerLink 等数据库收录！ | |