A stochastic control problem with delay arising in a pension fund model
| Year of publication: |
2011
|
|---|---|
| Authors: | Federico, Salvatore |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 3, p. 421-459
|
| Publisher: |
Springer |
| Subject: | Pension funds | Stochastic optimal control with delay | Infinite-dimensional Hamilton–Jacobi–Bellman equations | Viscosity solutions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324930