Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory. The authors detail a default free market and explore a defa...Lasīt vairāk
(Izdošanas datums: 07-May-2014, Hardback, Izdevniecība: World Scientific Publishing Co Pte Ltd, ISBN-13: 9789814602068)
This volume contains contributions to the eponymous workshop held in June 2013 at the Beijing International Center for Mathematical Research, which focused on research results in the field of financial mathematics around the themes of arbitrage, cred...Lasīt vairāk
