Continuous-time optimal portfolio selection with liability (Q3516595)
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scientific article; zbMATH DE number 5307287
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| English | Continuous-time optimal portfolio selection with liability |
scientific article; zbMATH DE number 5307287 |
Statements
6 August 2008
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portfolio
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liability
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continuous-time
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M-V model
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stochastic LQ control
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0.9330881237983704
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0.9202812910079956
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0.8844303488731384
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0.8725176453590393
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0.8617541790008545
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