Optimal Control and Hedging of Operations in the Presence of Financial Markets (Q5387980)
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scientific article; zbMATH DE number 5279674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control and Hedging of Operations in the Presence of Financial Markets |
scientific article; zbMATH DE number 5279674 |
Statements
Optimal Control and Hedging of Operations in the Presence of Financial Markets (English)
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27 May 2008
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operations management
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portfolio optimization
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stochastic control
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incomplete markets
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