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 18:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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