Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571): Difference between revisions
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Revision as of 16:58, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer |
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Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (English)
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14 June 2013
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mean-variance portfolio selection
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optimal investment
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jump-diffusion process
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HJB equation
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verification theorem
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