Hochschulschrift
Linear isoelastic stochastic control problems and backward stochastic differential equations of Riccati type
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Konstanz, Univ., Diss., 2004
- Klassifikation
-
Mathematik
Wirtschaft
- Schlagwort
-
Stochastische optimale Kontrolle
Linearquadratische Kontrolltheorie
Rückwärtsgleichung
Riccati-Differentialgleichung
Stochastische Differentialgleichung
Kapitalmarkt
Hedging
Dualität
Stochastische Kontrolltheorie ; Stochastische optimale Kontrolle ; Stochastische lineare Differentialgleichung ; Rückwärtsgleichung
- Urheber
-
Bürkel, Volker
- URN
-
urn:nbn:de:bsz:352-opus-15827
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:58 MEZ
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Objekttyp
- Hochschulschrift
Beteiligte
- Bürkel, Volker
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