Analysis of investment and decision-making based on ESG token platform under jump-diffusion

DOI10.1080/00207721.2022.2152297zbMath1520.91448OpenAlexW4311976386MaRDI QIDQ6109414

Unnamed Author, Weiyin Fei, Unnamed Author, Chen Fei

Publication date: 4 July 2023

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2022.2152297

zbMATH Keywords

HJB equationblockchainenvironmentalnonpecuniary benefitssocial and governance (ESG)token financing

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Actuarial science and mathematical finance (91G99)

Related Items (1)

Research on investment incorporating both environmental performance and long (short) term financial performance of firms

Cites Work

• Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
• Tobit Kalman filtering for fractional‐order systems with stochastic nonlinearities under Round‐Robin protocol

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