A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints |
scientific article; zbMATH DE number 6975293
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints |
scientific article; zbMATH DE number 6975293 |
Statements
A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (English)
0 references
8 November 2018
0 references
forward-backward stochastic control system driven by Lévy process
0 references
maximum principle
0 references
optimal portfolio
0 references
terminal state constraint
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9104650616645812
0 references
0.9052829146385192
0 references
0.8972616791725159
0 references
0.881481945514679
0 references
