A state-constrained stochastic optimal control problem arising in portfolio liquidation

von Mourad Lazgham

Alternative title:	Optimale Steuerung mit Zustandsbeschränkungen in der Portfolioliquidierung
Year of publication:	2015
Authors:	Lazgham, Mourad
Publisher:	Mannheim
Subject:	Portfolio-Management \| Portfolio selection \| Erwartungsnutzen \| Expected utility \| Nutzenmaximierung \| Utility maximization \| Mathematische Optimierung \| Mathematical programming \| Kontrolle \| Control \| Differentialgleichung \| Differential equation \| Stochastische optimale Kontrolle

freely available

Full text |

More access options

d-nb.info

ub-madoc.bib.uni-mannheim.de

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011437748

A service of the