Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comonotonic approximation to periodic investment problems under stochastic drift |
scientific article |
Statements
Comonotonic approximation to periodic investment problems under stochastic drift (English)
0 references
30 May 2018
0 references
decision support system
0 references
comonotonic approximation
0 references
stochastic drift
0 references
periodic investment problems
0 references
dynamic control
0 references
Black-Scholes market
0 references
