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scientific article; zbMATH DE number 6289660 - MaRDI portal

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Publication:5412980

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zbMath1357.91040MaRDI QIDQ5412980

Bogdan Iftimie

Publication date: 28 April 2014

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

zbMATH Keywords

dynamic programming portfolio optimization defaultable bond HARA utility recovery of market value martingale duality

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Optimal stochastic control (93E20) Corporate finance (dividends, real options, etc.) (91G50) Portfolio theory (91G10)

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