Continuous-time mean-variance portfolio selection with random horizon (Q2441394): Difference between revisions
From MaRDI portal
Latest revision as of 16:00, 18 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Continuous-time mean-variance portfolio selection with random horizon |
scientific article |
Statements
Continuous-time mean-variance portfolio selection with random horizon (English)
0 references
24 March 2014
0 references
backward stochastic differential equation
0 references
mean-variance portfolio selection
0 references
random time horizon
0 references
linear-quadratic control
0 references
continuous time
0 references
0 references
0 references
0 references
0 references