... accessibility Asset allocation Heterogeneous agents Inequality C61 D31 E21 G11 G51 Young Scholars Fund of the National Social Science Foundation of the Ministry of Education 23YJC790067 Funding: This work was supported by Young Scholars Fund of the National Social Science...

... Crank–Nicolson finite difference method C41 C61 G12 G13 Let the underlying asset be described by the geometric Brownian motion (2.7) d S t = r S t d t + σ S t d B t The ϵ-optimality for the put options is considered via some...

... Limited Licensed re-use rights only Alternative assets Cryptocurrencies Portfolio optimisation C61 G11 G32 L25 “Some succeeded, many failed dismally. All while the price of Bitcoin skyrocketed to $20,000 … then fell back down to the $3,000 in less than a year. But what does...