Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305)
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scientific article; zbMATH DE number 7632511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model |
scientific article; zbMATH DE number 7632511 |
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Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (English)
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13 December 2022
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extended CEV model
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dual method
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Legendre transformation
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asymptotic expansion technique
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