Optimal investment strategy for a DC pension plan with mispricing under the Heston model (Q5077250)
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scientific article; zbMATH DE number 7528731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategy for a DC pension plan with mispricing under the Heston model |
scientific article; zbMATH DE number 7528731 |
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Optimal investment strategy for a DC pension plan with mispricing under the Heston model (English)
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18 May 2022
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pension investment
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Heston model
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mispricing
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Hamilton-Jacobi-Bellman (HJB) equation
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power utility
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utility maximization
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0.9275922
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0.91465795
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0.91401625
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0.89641154
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