Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE |
scientific article |
Statements
Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (English)
0 references
2 October 2020
0 references
non-extensive statistical mechanics
0 references
portfolio selection
0 references
non-linear wealth equation
0 references
HJB equation
0 references
viscosity solution
0 references
0 references
0 references
0 references
