A Feedback Model for the Financialization of Commodity Markets
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Publication:3195109
DOI10.1137/140995349zbMath1338.91127OpenAlexW3122514391MaRDI QIDQ3195109
Michael Stein, Ronnie Sircar, Patrick P. K. Chan
Publication date: 21 October 2015
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140995349
Dynamic programming in optimal control and differential games (49L20) Financial applications of other theories (91G80) Portfolio theory (91G10)
Related Items (1)
Cites Work
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