OPTIMAL INVESTMENT OF A LIFE INTEREST (Q3126237)
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scientific article; zbMATH DE number 994129
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | OPTIMAL INVESTMENT OF A LIFE INTEREST |
scientific article; zbMATH DE number 994129 |
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OPTIMAL INVESTMENT OF A LIFE INTEREST (English)
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20 July 1997
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stochastic control
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Nash optimal solution
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life-tenant
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geometric Brownian motion
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Pareto optimal investment strategies
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0.7666353583335876
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0.752805233001709
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0.7433415055274963
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