Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984)
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scientific article; zbMATH DE number 6788657
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| English | Better than pre-committed optimal mean-variance policy in a jump diffusion market |
scientific article; zbMATH DE number 6788657 |
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Better than pre-committed optimal mean-variance policy in a jump diffusion market (English)
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9 October 2017
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mean field approach
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pre-committed optimal mean-variance policy
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jump diffusion market
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time consistency in efficiency
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semi-self-financing revised policy
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0.8837102
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0.87048495
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0.8699162
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0.8568002
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0.8537441
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0.8500881
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0.8430602
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0.84263194
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