Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453)
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scientific article; zbMATH DE number 7252361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model |
scientific article; zbMATH DE number 7252361 |
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Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (English)
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28 September 2020
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optimal investment
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high-watermark
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reflection
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jump diffusion
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