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Q4986046 - MaRDI portal

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scientific article; zbMATH DE number 7339433
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scientific article; zbMATH DE number 7339433

    Statements

    author
    Jingyun Sun
    0 references
    Jingjun Guo
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    publication date
    26 April 2021
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    zbMATH Keywords
    stochastic interest rate
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    jump-diffusion dependence
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    mean-variance criteria
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    Hamilton-Jacobi-Bellman equation
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    efficient frontier
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    Identifiers

    zbMATH DE Number
    7339433
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