Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753)
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scientific article; zbMATH DE number 7254447
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| English | Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE |
scientific article; zbMATH DE number 7254447 |
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Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (English)
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2 October 2020
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non-extensive statistical mechanics
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portfolio selection
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non-linear wealth equation
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HJB equation
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viscosity solution
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0.8467235565185547
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0.8324108123779297
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0.8222873210906982
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0.8019903898239136
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0.7889307737350464
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