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ON THE AMERICAN OPTION PROBLEM
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Portfolio selection
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Optimal mean-variance selling strategies
Pedersen, J. L.
;
Peskir, Goran
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10011485912
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Optimal mean-variance portfolio selection
Pedersen, Jesper Lund
;
Peskir, Goran
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10011900522
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