Q3158931 (Q3158931): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 09:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1 February 2005
0 references
risk-sensitive control
0 references
portfolio optimization problem
0 references
Bellman equations of parabolic type
0 references
Merton's capital asset pricing model
0 references
backward stochastic differential equations
0 references
