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Found 563 Documents (Results 1–100)

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Entropy maximization in finance. (English) Zbl 1447.91155

Bailey, David H. (ed.) et al., From analysis to visualization. A celebration of the life and legacy of Jonathan M. Borwein, Callaghan, Australia, September 25–29, 2017. Cham: Springer. Springer Proc. Math. Stat. 313, 275-295 (2020).
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Explicit description of HARA forward utilities and their optimal portfolios. (English. Russian original) Zbl 1358.91090

Theory Probab. Appl. 61, No. 1, 57-93 (2017); translation from Teor. Veroyatn. Primen. 61, No. 1, 69-113 (2016).
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