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scientific article; zbMATH DE number 2107841
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scientific article; zbMATH DE number 2107841

    Statements

    author
    Fwu-Ranq Chang
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    publication date
    13 October 2004
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    Mathematics Subject Classification ID
    90C15
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    91B26
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    90C39
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    90-01
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    60H07
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    60H20
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    zbMATH DE Number
    2107841
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    zbMATH Keywords
    stochastic calculus
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    stochastic dynamic programming
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    stochastic trees
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    portfolio problems
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    Wiener process
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