Control improvement for jump-diffusion processes with applications to finance (Q434360): Difference between revisions

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+6054138
@@ Property / zbMATH DE Number: 6054138 / rank @@
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@@ Property / zbMATH Keywords @@
+jump-diffusion process
@@ Property / zbMATH Keywords: jump-diffusion process / rank @@
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@@ Property / zbMATH Keywords @@
+control improvement
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@@ Property / zbMATH Keywords @@
+portfolio optimization
@@ Property / zbMATH Keywords: portfolio optimization / rank @@
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@@ Property / zbMATH Keywords @@
+CRRA-utility functions
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@@ Property / cites work: Q2703816 / rank @@
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+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
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@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
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+Q5434181
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+Publication:434360