Predictable forward performance processes : infrequent evaluation and applications to human-machine interactions
Gechun Liang, Moris Simon Strub, Yuwei Wang
| Year of publication: |
2023
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| Authors: | Liang, Gechun ; Strub, Moris Simon ; Wang, Yuwei |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 33.2023, 4, p. 1248-1286
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| Subject: | automated trading | binomial tree model | forward performance processes | functional equation | portfolio selection | robo-advising | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Elektronisches Handelssystem | Electronic trading | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12408 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014370650