Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors (Q6199242)
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scientific article; zbMATH DE number 7808939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors |
scientific article; zbMATH DE number 7808939 |
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Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors (English)
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23 February 2024
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forward performance process
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semimartingale market
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portfolio constraints
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ill-posed HJB equation
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time-monotone process
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