Optimal investment strategies for general utilities under dynamic elasticity of variance models (Q4554502)
From MaRDI portal
scientific article; zbMATH DE number 6979530
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment strategies for general utilities under dynamic elasticity of variance models |
scientific article; zbMATH DE number 6979530 |
Statements
Optimal investment strategies for general utilities under dynamic elasticity of variance models (English)
0 references
14 November 2018
0 references
optimal investment
0 references
DEV model
0 references
stochastic control
0 references
Monte Carlo methods
0 references
0 references
0 references
0 references
0 references
0 references
0 references