Q5276347 (Q5276347): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Jie-Ming Zhou / rank | |||
| Property / author | |||
| Property / author: Jie-Ming Zhou / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 19:36, 5 March 2024
scientific article; zbMATH DE number 6746075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6746075 |
Statements
14 July 2017
0 references
robust control
0 references
Hamilton-Jacobi-Bellman-Isaacs equation
0 references
stochastic interest rate
0 references
utility maximization
0 references
Heston model
0 references
CIR model
0 references
