Point-to-point stochastic control of a self-financing portfolio (Q5106290)
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scientific article; zbMATH DE number 7587395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Point-to-point stochastic control of a self-financing portfolio |
scientific article; zbMATH DE number 7587395 |
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Point-to-point stochastic control of a self-financing portfolio (English)
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16 September 2022
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financial risk minimization
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investment allocation
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optimal control
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portfolio construction
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portfolio optimization
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profit maximization
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self-financing portfolio
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stochastic differential equation
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