Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility.

Jiaxin Lu Hua Dong

Published in: Math. Found. Comput. (2024)

Keyphrases

diffusion model
investment strategies
anisotropic diffusion
diffusion models
diffusion tensor
neural network
data mining
image processing
diffusion process
information diffusion
laplace transform
long term
stock exchange