Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s00186-017-0572-6 / rank
 
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Latest revision as of 12:06, 14 July 2024

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Better than pre-committed optimal mean-variance policy in a jump diffusion market
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    Better than pre-committed optimal mean-variance policy in a jump diffusion market (English)
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    9 October 2017
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    mean field approach
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    pre-committed optimal mean-variance policy
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    jump diffusion market
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    time consistency in efficiency
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    semi-self-financing revised policy
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