MP and DPP for Mean-Variance Portfolio Selection Problem with Poisson Jumps, Recursive Utility and Their Relationship

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Zhang, Qiyue, Shi, Jingtao
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!