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Power Mixture Forward Performance Processes - MaRDI portal

Power Mixture Forward Performance Processes (Q5097226)

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scientific article; zbMATH DE number 7574025
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English
Power Mixture Forward Performance Processes
scientific article; zbMATH DE number 7574025

    Statements

    title
    Power Mixture Forward Performance Processes (English)
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    author
    Levon Avanesyan
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    Ronnie Sircar
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    publication date
    22 August 2022
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    zbMATH Keywords
    optimal investment
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    forward performance processes
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    Identifiers

    DOI
    10.1137/20M1385500
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    Mathematics Subject Classification ID
    35Q91
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    35K55
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    91G10
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    35J15
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    60H10
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    zbMATH DE Number
    7574025
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    arXiv ID
    2012.10847
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    OpenAlex ID
    W3113874571
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