Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (Q1955571): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10957-012-0138-y / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10957-012-0138-Y / rank | |||
Normal rank | |||
Latest revision as of 16:12, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer |
scientific article |
Statements
Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer (English)
0 references
14 June 2013
0 references
mean-variance portfolio selection
0 references
optimal investment
0 references
jump-diffusion process
0 references
HJB equation
0 references
verification theorem
0 references
