McKean-Vlasov limit in portfolio optimization (Q4932836)
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scientific article; zbMATH DE number 5796812
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | McKean-Vlasov limit in portfolio optimization |
scientific article; zbMATH DE number 5796812 |
Statements
McKean–Vlasov Limit in Portfolio Optimization (English)
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7 October 2010
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McKean-Vlasov equation
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nonlinear parabolic equation
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portfolio optimization
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0.7966454029083252
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0.758826732635498
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0.7564011812210083
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0.7476742267608643
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0.7335049510002136
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