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...
| Main Author: | Hillairet, Caroline, |
|---|---|
| Other Authors: | Jiao, Ying,, ScienceDirect (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
London [England] ; Oxford [England] :
ISTE Press Ltd : Elsevier Ltd,
2017.
|
| Physical Description: |
1 online resource (192 pages). |
| Series: |
Optimization in insurance and finance set.
|
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |