Optimal portfolio of foreign direct investment with fluctuations of exchange rate under jump-diffusion (Q5143902)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7296088
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal portfolio of foreign direct investment with fluctuations of exchange rate under jump-diffusion |
scientific article; zbMATH DE number 7296088 |
Statements
14 January 2021
0 references
jump diffusion
0 references
Lee-Mykland method
0 references
exchange rate
0 references
optimal portfolio
0 references
HJB equation
0 references
0.7783256769180298
0 references
0.7619462013244629
0 references
0.7398406267166138
0 references
0.7336079478263855
0 references
