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Optimal Investment with Stopping in Finite Horizon - MaRDI portal

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Optimal Investment with Stopping in Finite Horizon (Q6252669)

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scientific article
Language Label Description Also known as
English
Optimal Investment with Stopping in Finite Horizon
scientific article

    Statements

    publication date
    26 June 2014
    0 references
    arXiv classification
    q-fin.PM
    0 references
    math.OC
    0 references
    author
    Xiongfei Jian
    0 references
    Xun Li
    0 references
    Fahuai Yi
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    Identifiers

    arXiv ID
    1406.6940
    0 references
    Mathematics Subject Classification ID
    35R35
    0 references
    35Q91
    0 references
    60G40
    0 references
    91G10
    0 references
    93E20
    0 references
    Wikidata QID
    Q59324516
    0 references
     
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