Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849)
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scientific article; zbMATH DE number 7093341
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| English | Portfolio optimization for assets with stochastic yields and stochastic volatility |
scientific article; zbMATH DE number 7093341 |
Statements
Portfolio optimization for assets with stochastic yields and stochastic volatility (English)
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13 August 2019
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portfolio optimization
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stochastic volatility
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stochastic yield
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HJB equation
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subsolution
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supersolution
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0.8280467987060547
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0.8255085349082947
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0.8224492073059082
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0.8208567500114441
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