Stochastic differential portfolio games with Duffie‐Kan interest rate (Q3019246)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic differential portfolio games with Duffie‐Kan interest rate
scientific article

    Statements

    Stochastic differential portfolio games with Duffie‐Kan interest rate (English)
    0 references
    0 references
    0 references
    28 July 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    cybernetics
    0 references
    stochastic games
    0 references
    financial markets
    0 references
    interest rates
    0 references
    portfolio theory
    0 references
    stochastic modeling
    0 references
    stochastic processes
    0 references
    0 references