An Application of Stochastic Control Theory to Financial Economics (Q4652546): Difference between revisions
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Latest revision as of 17:46, 5 March 2024
scientific article; zbMATH DE number 2139088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Application of Stochastic Control Theory to Financial Economics |
scientific article; zbMATH DE number 2139088 |
Statements
An Application of Stochastic Control Theory to Financial Economics (English)
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28 February 2005
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portfolio optimization
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dynamic programming equations
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subsolutions
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supersolutions
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