Lower and Upper Bounds for the Discrete Bi-Directional Preemptive Conversion Problem with a Constant Price Interval
In the conversion problem, wealth has to be distributed between two assets with the objective to maximize the wealth at the end of the investment horizon. The bi-directional preemptive conversion problem with a constant price interval is the only problem, of the four main variants of the conversion...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-02-01
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| Series: | Algorithms |
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| Online Access: | https://www.mdpi.com/1999-4893/13/2/42 |