Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Portfolio Optimization with Stochastic Volatilities: A Backward Approach - MaRDI portal

Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Portfolio Optimization with Stochastic Volatilities: A Backward Approach
scientific article

    Statements

    title
    Portfolio Optimization with Stochastic Volatilities: A Backward Approach (English)
    0 references
    author
    Amina Zeghal
    0 references
    Mohammed Mnif
    0 references
    publication date
    21 October 2011
    0 references
    zbMATH Keywords
    portfolio optimization
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    semi-linear partial differential equation
    0 references
    backward stochastic differential equation
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    60H30
    0 references
    60H10
    0 references
    93E20
    0 references
    zbMATH DE Number
    5961799
    0 references
    OpenAlex ID
    W2033323548
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3094218&oldid=35250095"
    Powered by MediaWiki