Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250): Difference between revisions

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Latest revision as of 18:23, 31 July 2024

scientific article; zbMATH DE number 7528731
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English
Optimal investment strategy for a DC pension plan with mispricing under the Heston model
scientific article; zbMATH DE number 7528731

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    Optimal investment strategy for a DC pension plan with mispricing under the Heston model (English)
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    18 May 2022
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    pension investment
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    Heston model
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    mispricing
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    Hamilton-Jacobi-Bellman (HJB) equation
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    power utility
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    utility maximization
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