scientific article; zbMATH DE number 6960884

DOI10.3969/J.ISSN.1005-3085.2018.02.003zbMATH Open1413.91085MaRDI QIDQ4687873

Huiying Lv, Yu Li, Weiyin Fei

Publication date: 22 October 2018

Title of this publication is not available (Why is that?)

zbMATH Keywords

Malliavin calculusinflationportfolio optimizationpartial information

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Stochastic calculus of variations and the Malliavin calculus (60H07) Portfolio theory (91G10)

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