Stochastic Optimal Control with Applications in Financial Engineering (Q3059298)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Optimal Control with Applications in Financial Engineering |
scientific article |
Statements
Stochastic Optimal Control with Applications in Financial Engineering (English)
0 references
8 December 2010
0 references
stochastic optimal control
0 references
asset management
0 references
multi-period portfolio optimization
0 references
