Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032): Difference between revisions
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Revision as of 02:49, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization in financial markets modeled by Itô-Lévy processes |
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Risk minimization in financial markets modeled by Itô-Lévy processes (English)
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23 September 2015
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risk minimization
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utility optimization
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Itō-Lévy processes
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backward stochastic differential equations
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stochastic control
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maximum principle
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stochastic differential game
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