Minimizing the probability of lifetime ruin under stochastic volatility (Q634006): Difference between revisions
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Revision as of 01:26, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing the probability of lifetime ruin under stochastic volatility |
scientific article |
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Minimizing the probability of lifetime ruin under stochastic volatility (English)
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2 August 2011
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optimal investment
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minimizing the probability of lifetime ruin
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stochastic volatility
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