Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk minimization in financial markets modeled by Itô-Lévy processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization in financial markets modeled by Itô-Lévy processes |
scientific article |
Statements
Risk minimization in financial markets modeled by Itô-Lévy processes (English)
0 references
23 September 2015
0 references
risk minimization
0 references
utility optimization
0 references
Itō-Lévy processes
0 references
backward stochastic differential equations
0 references
stochastic control
0 references
maximum principle
0 references
stochastic differential game
0 references
0 references
0 references
0 references
