scientific article; zbMATH DE number 5263208
From MaRDI portal
Publication:5457450
zbMath1151.91052MaRDI QIDQ5457450
Publication date: 14 April 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic programmingincomplete marketstochastic controldualityparameter uncertaintyoptimal investmentutility indifference pricingunhedgeable risk
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Optimal stochastic control (93E20)
Related Items (2)
Optimal investment and contingent claim valuation in illiquid markets ⋮ Maximizing survival, growth and goal reaching under borrowing constraints
This page was built for publication:
