Uncertainty and inside information (Q261231)

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Uncertainty and inside information
scientific article

    Statements

    title
    Uncertainty and inside information (English)
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    publication date
    23 March 2016
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    zbMATH Keywords
    robust optimization
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    inside information
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    portfolio management
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    Bellman-Isaacs equation
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    stochastic differential games
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    Identifiers

    DOI
    10.3934/jdg.2016001
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    Mathematics Subject Classification ID
    91G10
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    91A15
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    93E20
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    zbMATH DE Number
    6559696
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