Malliavin method for optimal investment in financial markets with memory (Q317870)
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 6632359
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Malliavin method for optimal investment in financial markets with memory |
scientific article; zbMATH DE number 6632359 |
Statements
Malliavin method for optimal investment in financial markets with memory (English)
0 references
4 October 2016
0 references
mean-field backward stochastic Volterra equations
0 references
Malliavin derivative
0 references
mean-field stochastic maximum principle
0 references
financial market
0 references
memory effects
0 references
optimal investment
0 references
0 references
0 references
0 references
0 references
0 references
0.8464329242706299
0 references
0.7943518757820129
0 references
0.7932458519935608
0 references
0.7807803750038147
0 references
0.7532559633255005
0 references
