Stochastic differential portfolio games (Q4503215)
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scientific article; zbMATH DE number 1502226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential portfolio games |
scientific article; zbMATH DE number 1502226 |
Statements
Stochastic differential portfolio games (English)
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20 November 2000
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games with discounting
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stochastic dynamic game
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stochastic zero-sum differential game
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probability maximizing game
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market price of risk
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