Optimal control of linear stochastic systems with singular costs, and the mean variance hedging problem with stochastic market conditions
Michael Kohlhaas
| Year of publication: |
2000
|
|---|---|
| Authors: | Kohlmann, Michael |
| Publisher: |
Konstanz |
| Extent: | 28 S. |
|---|---|
| Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. 00,13 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004593565