A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947)
From MaRDI portal
scientific article; zbMATH DE number 6993407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility |
scientific article; zbMATH DE number 6993407 |
Statements
A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (English)
0 references
13 December 2018
0 references
forward investment performance
0 references
Hamilton-Jacobi-Bellman equation
0 references
distortion transformation
0 references
Widder theorem
0 references
Heston model
0 references
0 references
