Portfolio risk management under incomplete information: a stochastic control method (Q4640740)
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scientific article; zbMATH DE number 6874602
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| English | Portfolio risk management under incomplete information: a stochastic control method |
scientific article; zbMATH DE number 6874602 |
Statements
25 May 2018
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incomplete information
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backward stochastic differential equations
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stochastic control
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option pricing
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mean-variance
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utility function
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0.7888742685317993
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0.7865498065948486
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0.7860879898071289
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0.7766121029853821
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