Browsing 15 Commerce, Management, Tourism and Services by Author "Kardaras Constantinos"

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  • Browsing 15 Commerce, Management, Tourism and Services by Author

Browsing 15 Commerce, Management, Tourism and Services by Author "Kardaras Constantinos"

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  • Minimizing the expected market time to reach a certain wealth level 
    Kardaras Constantinos; Platen Eckhard (Society for Industrial and Applied Mathematics, 2010)
    In a financial market model, we consider variations of the problem of minimizing the expected time to upcross a certain wealth level. For exponential L´evy markets, we show the asymptotic optimality of the growth-optimal ...