An integrated system that allows quick, effective and trasparent exploration of researchers' expertise, by making available data on scientific production, research projects, patents and other relevant information. Through the search function, it's possible to discover research areas, people, and results of the research conducted at Politecnico di Torino.
Metodi stocastici per lo studio della massimizzazione dell'utilita' attesa e dei relativi portafogli ottimi e per lo studio dei 'prezzi di indifferenza' di claims in mercati finanziari incompleti
Duration:
30/11/2004 - 30/11/2006
Principal investigator(s):
Project type:
Nationally funded research - PRIN
Abstract
Stochatic methods applied to the study of expected utility optimization and related portfolio optimization and to the study of indifferent prices of financial derivatives in incomplete financial markets