Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks (Q6092937)
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scientific article; zbMATH DE number 7769914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks |
scientific article; zbMATH DE number 7769914 |
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Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks (English)
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23 November 2023
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expected utility maximization
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stochastic income
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inflation risk
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square-root factor process
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backward stochastic differential equation
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