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Portfolio optimization with different information flow /
Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory. The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of en...
| Call Number: | Libro Electrónico |
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| Main Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
London [England] ; Oxford [England] :
ISTE Press Ltd : Elsevier Ltd,
2017.
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| Series: | Optimization in insurance and finance set.
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| Subjects: | |
| Online Access: | Texto completo |