Monografie
Linear isoelastic stochastic control problems and backward stochastic differential equations of Riccati type
- Sprache
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Englisch
- Anmerkungen
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Konstanz, Univ., Diss., 2004
- Identifier
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975556258
Thema
Stochastische optimale Kontrolle ; Linearquadratische Kontrolltheorie ; Rückwärtsgleichung ; Riccati-Differentialgleichung ; Stochastische Differentialgleichung ; Kapitalmarkt ; Hedging ; Dualität ; Stochastische Kontrolltheorie ; Stochastische optimale Kontrolle ; Stochastische lineare Differentialgleichung ; Rückwärtsgleichung; Hochschulschrift
Beteiligte Personen und Organisationen
Bürkel, Volker
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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26.01.2023, 13:56 MEZ
Objekttyp
- Monografie
Beteiligte
- Bürkel, Volker
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