Minimizing the probability of lifetime ruin under stochastic volatility (Q634006)
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scientific article; zbMATH DE number 5934940
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Minimizing the probability of lifetime ruin under stochastic volatility |
scientific article; zbMATH DE number 5934940 |
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Minimizing the probability of lifetime ruin under stochastic volatility (English)
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2 August 2011
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optimal investment
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minimizing the probability of lifetime ruin
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stochastic volatility
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0.8572443723678589
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0.8301305770874023
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0.8218125700950623
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0.8117213845252991
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0.8042299747467041
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