Work

Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management

Year: 1997

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.703

Author: Sid Browne

Institution: Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2160420071

Cites: 24

Cited by: 38

Related to: 10