Exotic Collections Asset Pricing: The Lagrangian Optimization
Huijian Dong · Journal of Advances in Mathematics and Computer Science · 2014
Exotic collections include all non-traditional financial assets that investors pursue for investments and psychological satisfaction purposes. This paper proposes a dynamic Lagrangian model to price these assets, which carry special features compared to traditional assets. The mo...
Open access
Research Article
10.9734/BJMCS/2015/13372