Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model
type: Item
instance of: scholarly article
title: Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model
author: Jianyu Huo
author: Qing Zhou
published in: Computational and Applied Mathematics
publication date: 2024-09-11T00:00:00Z
Mathematics Subject Classification ID: 49L12
Mathematics Subject Classification ID: 90C46
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7910903
zbMATH Keywords: Heston local-stochastic volatility model
zbMATH Keywords: dual method
zbMATH Keywords: Legendre transformation
zbMATH Keywords: asymptotic expansion technique
zbMATH Keywords: investment-consumption-insurance decision
MaRDI profile type: Publication
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DOI: 10.1007/S40314-024-02844-X
description: scientific article; zbMATH DE number 7910903