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Publication:2789349
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zbMath1337.90002MaRDI QIDQ2789349

Julio Backhoff

Publication date: 26 February 2016

Full work available at URL: http://nbn-resolving.de/urn:nbn:de:kobv:11-100226673

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Stochastic programming (90C15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)


Related Items (2)

Sensitivity analysis for expected utility maximization in incomplete Brownian market models ⋮ Robust Utility Maximization without Model Compactness




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