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 (2004 - 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
People involved
- Barbara Trivellato. (Responsabile Scientifico)