A stochastic control approach to risk management under restricted information. (Q2707150)
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scientific article; zbMATH DE number 1582856
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| English | A stochastic control approach to risk management under restricted information. |
scientific article; zbMATH DE number 1582856 |
Statements
29 March 2001
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risk management
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shortfall risk minimization
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restricted information
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transactions costs
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dynamic programming
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A stochastic control approach to risk management under restricted information. (English)
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0.814110517501831
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0.8032780885696411
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0.7829931974411011
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