Optimal investment for a defined contribution pension plan under a Heston model (Q3072070)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5847050
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment for a defined contribution pension plan under a Heston model |
scientific article; zbMATH DE number 5847050 |
Statements
5 February 2011
0 references
defined contribution plans
0 references
Heston stochastic variance model
0 references
optimal investment
0 references
Hamilton-Jacobi-Bellman equation
0 references
0.8717498183250427
0 references
0.8526759147644043
0 references
0.8361840844154358
0 references
0.8358765244483948
0 references
