Numerical approximation by quantization of control problems in finance under partial observations
Huyên Pham; Marco Corsi; Wolfgang J. Runggaldier
| Year of publication: |
2009
|
|---|---|
| Authors: | Pham, Huyên ; Corsi, Marco ; Runggaldier, Wolfgang J. |
| Published in: |
Mathematical modeling and numerical methods in finance : special volume. - Amsterdam [u.a.] : Elsevier, North-Holland, ISBN 978-0-444-51879-8. - 2009, p. 325-360
|
| Subject: | Kontrolltheorie | Control theory | Hedging | Unvollkommene Information | Incomplete information | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003827001