Necessity of transversality conditions for stochastic problems. (Q1810700)
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scientific article; zbMATH DE number 1924815
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| English | Necessity of transversality conditions for stochastic problems. |
scientific article; zbMATH DE number 1924815 |
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Necessity of transversality conditions for stochastic problems. (English)
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9 June 2003
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Transversality condition
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Stochastic optimization
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Stochastic reduced-form
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model
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Homogeneous returns
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Stochastic growth model
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0.8542429208755493
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0.8418314456939697
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0.8413209319114685
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