No label defined (Q2823729)

From MaRDI portal
Revision as of 18:34, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
No label defined
scientific article

    Statements

    author
    Zongqi Sun
    0 references
    Xuanhui Liu
    0 references
    Yongqiang Ji
    0 references
    Siyuan Chen
    0 references
    publication date
    6 October 2016
    0 references
    zbMATH Keywords
    threshold dividend strategy
    0 references
    dynamic VaR constraint
    0 references
    diffusion processes
    0 references
    HJB equation
    0 references
    stochastic Lagrange function
    0 references
    investment approach
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    91G10
    0 references
    91G70
    0 references
    zbMATH DE Number
    6634475
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2823729&oldid=15743517"
    Powered by MediaWiki