Optimal stopping time of a portfolio selection problem with multi-assets (Q2033993)
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scientific article; zbMATH DE number 7361015
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| English | Optimal stopping time of a portfolio selection problem with multi-assets |
scientific article; zbMATH DE number 7361015 |
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Optimal stopping time of a portfolio selection problem with multi-assets (English)
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18 June 2021
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optimal stopping
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portfolio
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value function
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dynamic programming
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holding region
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0.8216253519058228
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0.7822465300559998
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0.7777577042579651
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0.7721937894821167
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0.7676451206207275
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