Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032): Difference between revisions

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Revision as of 19:01, 10 July 2024

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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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