Optimal selection portfolio problem: a semi-linear PDE approach (Q4648583)
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scientific article; zbMATH DE number 6104703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal selection portfolio problem: a semi-linear PDE approach |
scientific article; zbMATH DE number 6104703 |
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Optimal selection portfolio problem: a semi-linear PDE approach (English)
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9 November 2012
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stochastic volatility
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optimal portfolio
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semi-linear partial differential equation
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smooth solution
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backward stochastic differential equation
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regression on function bases
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