Zobrazeno 1 - 3
of 3
pro vyhledávání: '"José Antonio Salmerón"'
Publikováno v:
Mathematical Biosciences and Engineering, Vol 20, Iss 5, Pp 8305-8307 (2023)
We prove that Theorem 4.16 in [1] is false by constructing a strategy that generates (FLVR)H(G). However, we success to prove that the no arbitrage property still holds when the agent only plays with strategies belonging to the admissible set called
Externí odkaz:
https://doaj.org/article/7124fd820e3142bdb06e766c4af64d6f
Publikováno v:
Mathematical Biosciences and Engineering, Vol 17, Iss 2, Pp 998-1019 (2020)
Within the well-known framework of financial portfolio optimization, we analyze the existing relationships between the condition of arbitrage and the utility maximization in presence of insider information. We assume that, since the initial time, the
Externí odkaz:
https://doaj.org/article/23e9c2c3f1dc4d1a869b3e3beab20f32
Publikováno v:
Mathematical Biosciences and Engineering, Vol 17, Iss 2, Pp 998-1019 (2020)
Within the well-known framework of financial portfolio optimization, we analyze the existing relationships between the condition of arbitrage and the utility maximization in presence of insider information. We assume that, since the initial time, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f4618bb74a680a18aa2acb6d4dc327a
http://hdl.handle.net/11577/3458466
http://hdl.handle.net/11577/3458466
