A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947): Difference between revisions
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scientific article; zbMATH DE number 6993407
Language | Label | Description | Also known as |
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English | A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility |
scientific article; zbMATH DE number 6993407 |
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A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (English)
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13 December 2018
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forward investment performance
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Hamilton-Jacobi-Bellman equation
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distortion transformation
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Widder theorem
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Heston model
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