Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568): Difference between revisions
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Revision as of 18:05, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimizing portfolios and HJBI equations for stochastic differential games |
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Risk minimizing portfolios and HJBI equations for stochastic differential games (English)
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8 August 2008
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convex measure of risk
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monetary utility function
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optimal max-min control
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stochastic differential games
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HJBI equation
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jump diffusion market
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