scientific article

zbMath0987.91035MaRDI QIDQ2741095

Kristin Reikvam, Fred Espen Benth, Kenneth Hvistendahl Karlsen

Publication date: 18 November 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic controlinvestmentconsumption

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80)

Related Items (1)

Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization

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