A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (Q2315816): Difference between revisions

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Revision as of 23:45, 19 July 2024

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A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model
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    A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (English)
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    26 July 2019
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    stochastic control
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    Hamilton-Jacobi-Bellman equation
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    DC pension plan
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    jump diffusion
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    integro-differential equation
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    bisection method
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