On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927): Difference between revisions
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Revision as of 16:49, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management |
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On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (English)
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30 October 2015
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minimal martingale measure
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zero-sum stochastic differential game
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risk-sensitive control
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asset management
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stability
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