Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model (Q6602277)
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scientific article; zbMATH DE number 7910903
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| English | Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model |
scientific article; zbMATH DE number 7910903 |
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Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model (English)
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11 September 2024
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Heston local-stochastic volatility model
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dual method
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Legendre transformation
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asymptotic expansion technique
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investment-consumption-insurance decision
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