Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

scientific article

From MaRDI portal
Publication:2924711
Jump to:navigation, search

DOI10.3969/J.ISSN.0253-2778.2014.03.005zbMath1313.91159MaRDI QIDQ2924711

Weiyin Fei, Huiying Lü, Minxiu Yu

Publication date: 3 November 2014


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

zbMATH Keywords

model uncertaintyoptimal portfoliomartingale methoddual theoryMarkovian switching model


Mathematics Subject Classification ID

Generalizations of martingales (60G48) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Portfolio theory (91G10)








This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2924711&oldid=15896754"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 3 February 2024, at 20:13.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki