Publication:4925762
From MaRDI portal
zbMath1354.91140MaRDI QIDQ4925762
Min Dai, Kun Zhao, Ying-shan Chen
Publication date: 12 June 2013
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G80: Financial applications of other theories
91G10: Portfolio theory