Research of dynamic asset allocations with dividend payment under jump-diffusion environment (Q2860625)
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scientific article; zbMATH DE number 6230899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Research of dynamic asset allocations with dividend payment under jump-diffusion environment |
scientific article; zbMATH DE number 6230899 |
Statements
19 November 2013
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jump-diffusion process
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dividend payment
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asset allocation
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HJB equation
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maximization of utility
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0.86691487
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0.85838026
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0.8571577
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0.8559639
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0.85175127
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0.8502721
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0.84960675
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0.8478149
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0.8462681
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Research of dynamic asset allocations with dividend payment under jump-diffusion environment (English)
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