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DOI10.13338/J.ISSN.1006-8341.2016.01.007zbMath1363.91099MaRDI QIDQ2823481

Danqin Jia, Xiajie Zhang, Xuanhui Liu

Publication date: 6 October 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential game Itô formula optimal portfolio strategy jump-diffusion process logarithmic utility function power utility function

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15) Portfolio theory (91G10)

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