Diffusion approximation and optimal investment for modern risk model (Q3131955)
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scientific article; zbMATH DE number 6831430
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| English | Diffusion approximation and optimal investment for modern risk model |
scientific article; zbMATH DE number 6831430 |
Statements
29 January 2018
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policy entrance process
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martingale central limit theorem
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diffusion approximation
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optimal investment
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0.8359506726264954
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0.8359501361846924
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0.8299143314361572
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0.8278696537017822
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0.8267279863357544
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