McKean-Vlasov limit in portfolio optimization (Q4932836)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: McKean-Vlasov limit in portfolio optimization |
scientific article; zbMATH DE number 5796812
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | McKean-Vlasov limit in portfolio optimization |
scientific article; zbMATH DE number 5796812 |
Statements
McKean–Vlasov Limit in Portfolio Optimization (English)
0 references
7 October 2010
0 references
McKean-Vlasov equation
0 references
nonlinear parabolic equation
0 references
portfolio optimization
0 references
0.7966454029083252
0 references
0.758826732635498
0 references
0.7564011812210083
0 references
0.7476742267608643
0 references
0.7335049510002136
0 references
