scientific article; zbMATH DE number 7112768

DOI10.13885/J.ISSN.0455-2059.2018.06.016zbMATH Open1438.91110MaRDI QIDQ5195863

Yuan Man, Wenjing Guo

Publication date: 2 October 2019

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

zbMATH Keywords

optiondynamic programming principleexponential utility functioninsurance investment

Mathematics Subject Classification ID

Dynamic programming (90C39) Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial mathematics (91G05)

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