Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039)
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scientific article; zbMATH DE number 6876519
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| English | Comonotonic approximation to periodic investment problems under stochastic drift |
scientific article; zbMATH DE number 6876519 |
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Comonotonic approximation to periodic investment problems under stochastic drift (English)
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30 May 2018
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decision support system
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comonotonic approximation
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stochastic drift
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periodic investment problems
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dynamic control
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Black-Scholes market
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0.7608088254928589
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0.7344481348991394
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0.7328685522079468
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0.7272387742996216
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