Survival investment strategies in a continuous-time market model with competition (Q4990916)
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scientific article; zbMATH DE number 7353438
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| English | Survival investment strategies in a continuous-time market model with competition |
scientific article; zbMATH DE number 7353438 |
Statements
SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION (English)
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1 June 2021
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survival strategies
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market competition
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relative wealth
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growth optimal strategies
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martingales
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0.822524905204773
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0.7919251322746277
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0.7753365635871887
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0.7680472135543823
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0.7640153765678406
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