Decisiones óptimas de consumo y portafolio con opciones asiáticas de tipo americano en un modelo de equilibrio general dinámico estocástico
Ma. Teresa Verónica Martínez-Palacios,Ambrosio Ortiz-Ramírez, Francisco Venegas-Martínez
| Alternative title: | (Optimal consumption and portfolio decisions with American-style Asian options in a stochastic dynamic general equilibrium model) |
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| Year of publication: |
2020
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| Authors: | Martínez-Palacios, Ma. Teresa V. ; Ortiz-Ramírez, Ambrosio ; Venegas-Martínez, Francisco |
| Published in: |
Análisis económico. - México, DF : [Verlag nicht ermittelbar], ISSN 2448-6655, ZDB-ID 2218011-4. - Vol. 35.2020, 89, p. 193-213
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| Subject: | Stochastic optimal control | portfolio choice | American-style Asian option pricing | stochastic interest rate |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | Spanish |
| Notes: | Zusammenfassung in englischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012508543