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Publication:3408235
zbMath1190.37091MaRDI QIDQ3408235
Pakize Taylan, Zafer-Korcan Görgülü, Kasirga Yildirak, Gerhard-Wilhelm Weber
Publication date: 25 February 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
parameter estimationstochastic controlstochastic differential equationsconic quadratic programmingtrilevel problem
Convex programming (90C25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Dynamical systems in optimization and economics (37N40) Portfolio theory (91G10)
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