Multi-dimensional backward stochastic Riccati equations, and applications
Michael Kohlmann; Shanjian Tang
| Year of publication: |
2000
|
|---|---|
| Authors: | Kohlmann, Michael |
| Other Persons: | Tang, Shanjian (contributor) |
| Publisher: |
[Konstanz] : Center of Finance and Econometrics |
| Subject: | backward stochastic differential equation | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | 27 S. |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 00,29 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 25 - 27 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014378822