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Competitive optimal portfolio selection in a non-Markovian financial market: A backward stochastic differential equation study

Fuente: arXiv

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Bibliographische Detailangaben
Hauptverfasser:	Wang, Guangchen, Xu, Zuo Quan, Zhang, Panpan
Format:	Preprint
Veröffentlicht:	2024
Schlagworte:	Optimization and Control
Online-Zugang:	Acceder al recurso
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

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