A varying terminal time mean-variance model (Q2124501)
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scientific article; zbMATH DE number 7506019
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A varying terminal time mean-variance model |
scientific article; zbMATH DE number 7506019 |
Statements
A varying terminal time mean-variance model (English)
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11 April 2022
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mean-variance
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varying terminal time
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stochastic control
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0.8300297260284424
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0.8051392436027527
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0.7975358366966248
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0.7895268797874451
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