Hochschulschrift
Linear isoelastic stochastic control problems and backward stochastic differential equations of Riccati type
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
Konstanz, Univ., Diss., 2004
- Classification
-
Mathematik
Wirtschaft
- Keyword
-
Stochastische optimale Kontrolle
Linearquadratische Kontrolltheorie
Rückwärtsgleichung
Riccati-Differentialgleichung
Stochastische Differentialgleichung
Kapitalmarkt
Hedging
Dualität
Stochastische Kontrolltheorie ; Stochastische optimale Kontrolle ; Stochastische lineare Differentialgleichung ; Rückwärtsgleichung
- Creator
-
Bürkel, Volker
- URN
-
urn:nbn:de:bsz:352-opus-15827
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 12.06.0008, 10:19 AM CET
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Object type
- Hochschulschrift
Associated
- Bürkel, Volker
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