Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984): Difference between revisions
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Revision as of 00:27, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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