Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process (Q2979575): Difference between revisions
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Revision as of 10:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process |
scientific article |
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Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process (English)
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25 April 2017
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exchange rate
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jump-diffussion process
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mean-variance criterion
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stochastic HJB equation
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safety-first criterion
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