Optimal investment strategy to minimize occupation time (Q993736)

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scientific article
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Optimal investment strategy to minimize occupation time
scientific article

    Statements

    title
    Optimal investment strategy to minimize occupation time (English)
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    author
    Erhan Bayraktar
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    Virginia R. Young
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    publication date
    20 September 2010
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    zbMATH Keywords
    occupation time
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    optimal investment
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    stochastic control
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    free-boundary problem
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    93E20
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    35R35
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    zbMATH DE Number
    5788839
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