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:
24 months (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