Homotopy analysis method for portfolio optimization problem under the 3/2 model (Q2661941)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Homotopy analysis method for portfolio optimization problem under the 3/2 model |
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Homotopy analysis method for portfolio optimization problem under the 3/2 model (English)
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8 April 2021
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HJB equation
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homotopy analysis method
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optimal portfolio strategy
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power utility
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stochastic volatility
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