Backward stochastic differential equations and stoachstic controls : a new perspective
Michael Kohlmann ; Xun Yu Zhou
| Year of publication: |
1999
|
|---|---|
| Authors: | Kohlmann, Michael ; Zhou, Xun Yu |
| Publisher: |
Konstanz |
| Subject: | Stochastische Differenzengleichung | Stochastische optimale Kontrolle |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 17 S. |
|---|---|
| Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. 99,09 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Betriebswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004057406