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scientific article; zbMATH DE number 6402108 - MaRDI portal

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DOI10.3969/J.ISSN.1001-4268.2014.03.010zbMath1313.91142MaRDI QIDQ5498162

Weiyin Fei, Dengfeng Xia, Peng Liu

Publication date: 11 February 2015

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

zbMATH Keywords

portfolio inflation HJB equation model uncertainty jump-diffusion process

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)

Related Items (1)

Agent's optimal compensation under inflation risk by using dynamic contract model

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