Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039)
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scientific article; zbMATH DE number 6876519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comonotonic approximation to periodic investment problems under stochastic drift |
scientific article; zbMATH DE number 6876519 |
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Comonotonic approximation to periodic investment problems under stochastic drift (English)
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30 May 2018
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decision support system
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comonotonic approximation
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stochastic drift
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periodic investment problems
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dynamic control
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Black-Scholes market
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