Optimal investment strategy to minimize occupation time (Q993736)
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scientific article; zbMATH DE number 5788839
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment strategy to minimize occupation time |
scientific article; zbMATH DE number 5788839 |
Statements
Optimal investment strategy to minimize occupation time (English)
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20 September 2010
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occupation time
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optimal investment
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stochastic control
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free-boundary problem
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0.7955107688903809
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0.7698506116867065
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0.7685787081718445
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0.768179714679718
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0.7635946869850159
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