scientific article; zbMATH DE number 6268957
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Publication:5401013
zbMath1291.91196MaRDI QIDQ5401013
Publication date: 12 March 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
martingale approachinsurermean-variance efficient portfolioforward-backward stochastic differential equation (FBSDE)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Portfolio theory (91G10)
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