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scientific article; zbMATH DE number 5207294
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scientific article; zbMATH DE number 5207294

    Statements

    author
    Abel Cadenillas
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    Jakša Cvitanić
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    Fernando Zapatero
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    publication date
    31 October 2007
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    zbMATH Keywords
    stochastic control
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    convex analysis
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    martingale theory
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G80
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    91B06
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    60G42
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    zbMATH DE Number
    5207294
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