误解 发表于 2025-3-21 18:33:30
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https://doi.org/10.1007/978-3-642-17041-6Bonds; Cox-Ingersoll-Ross model; Finance; Funds; Investment; Optimal Portfolios; Portfolio; Portfolio Optimneutralize 发表于 2025-3-22 00:40:13
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Preliminaries from Stochastics,Portfolio problems in continuous time can be interpreted as control problems. To this end, in this chapter we sum up results of the theory of stochastic control which are relevant to our further considerations.夜晚 发表于 2025-3-22 19:11:44
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Barrier Derivatives with Curved Boundaries,ant barrier. Further references are Cox/Rubinstein (1985), Rubinstein/Reiner (1991), and Carr (1995). For options with lower and upper barriers closed-form solutions are not available, but option prices can be represented by infinite series. This was shown by Kunitomo/Ikeda (1992) in the more genera沐浴 发表于 2025-3-23 07:54:45
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