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Q4462135 - MaRDI portal

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scientific article; zbMATH DE number 2064643
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English
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scientific article; zbMATH DE number 2064643

    Statements

    publication date
    18 May 2004
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    zbMATH Keywords
    Financial markets
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    optimal investment strategies
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    hedging
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    stochastic control
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    model uncertainty
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    incomplete information
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    adaptive approaches
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    robust approaches
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G80
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    91B70
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    93E35
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    93E11
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    91B30
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    90B50
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    zbMATH DE Number
    2064643
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