Optimal position targeting with stochastic linear-quadratic costs (Q5245470): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 19:27, 5 March 2024
scientific article; zbMATH DE number 6423514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal position targeting with stochastic linear-quadratic costs |
scientific article; zbMATH DE number 6423514 |
Statements
Optimal position targeting with stochastic linear-quadratic costs (English)
0 references
8 April 2015
0 references
dynamic control problem
0 references
optimal position targeting
0 references
linear-quadratic cost functional
0 references
backward stochastic differential equations
0 references
financial mathematics
0 references
