Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Better than pre-committed optimal mean-variance policy in a jump diffusion market |
scientific article |
Statements
Better than pre-committed optimal mean-variance policy in a jump diffusion market (English)
0 references
9 October 2017
0 references
mean field approach
0 references
pre-committed optimal mean-variance policy
0 references
jump diffusion market
0 references
time consistency in efficiency
0 references
semi-self-financing revised policy
0 references
0 references
