A Technical Note on Myopic Strategies and Discretization of Continuous Time Market Models
| Year of publication: |
2008
|
|---|---|
| Authors: | Dokuchaev, Nikolai |
| Publisher: |
[S.l.] : SSRN |
| Description of contents: |
This short note discusses some examples of implementation of discrete time myopic strategies to continuous time stochastic market models
|
freely available
| Extent: | 1 Online-Ressource (7 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 29, 2008 erstellt |
| Other identifiers: | 10.2139/ssrn.1138433 [DOI] |
| Classification: | C44 - Statistical Decision Theory; Operations Research ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D84 - Expectations; Speculations ; G11 - Portfolio Choice |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014217816