Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management
We study a variety of optimal investment problems for objectives related to aataining goals by a fixed terminal time.
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|Date of creation:||1996|
|Date of revision:|
|Contact details of provider:|| Postal: U.S.A.; COLUMBIA UNIVERSITY, GRADUATE SCHOOL OF BUSINESS, PAINE WEBBER , New York, NY 10027 U.S.A|
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Web page: http://www.gsb.columbia.edu/
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