Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations (Q2819095): Difference between revisions

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Latest revision as of 15:44, 12 July 2024

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Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations
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    Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations (English)
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    28 September 2016
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    factor models
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    forward performance processes
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    HJB equations
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    incomplete markets
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    multiscale asymptotic analysis
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    optimal investment
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    stochastic volatility models
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