A new stochastic model for stock price with delay effects

DOI10.1137/1.9781611975758.17zbMATH Open1545.91284MaRDI QIDQ6567482FDOQ6567482

Authors: Tao Pang, Yicong Yong 

Publication date: 5 July 2024

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Mathematics Subject Classification ID

Portfolio theory (91G10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (1)

• An application of functional Ito's formula to stochastic portfolio optimization with bounded memory

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