The optimal investment problem in stochastic and local volatility models

2018 ◽  
Author(s):  
Vladimir V. Piterbarg
Keyword(s):  
Optimal Investment ◽  
Local Volatility ◽  
Investment Problem ◽  
Volatility Models ◽  
Optimal Investment Problem

Optimal investment problem under behavioral setting: A Lagrange duality perspective

2021 ◽  
Author(s):  
Xiuchun Bi ◽  
Lvning Yuan ◽  
Zhenyu Cui ◽  
Jiacheng Fan ◽  
Shuguang Zhang
Keyword(s):  
Optimal Investment ◽  
Lagrange Duality ◽  
Investment Problem ◽  
Optimal Investment Problem
Sign in / Sign up

Export Citation Format

Share Document