The optimal mean variance problem with inflation (Q894986)
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scientific article; zbMATH DE number 6513459
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The optimal mean variance problem with inflation |
scientific article; zbMATH DE number 6513459 |
Statements
The optimal mean variance problem with inflation (English)
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25 November 2015
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mean variance
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inflation
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HJB equation
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partial information
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0.8033863306045532
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0.7986165285110474
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0.7929183840751648
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0.7897232174873352
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0.7864218354225159
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