Optimal portfolio allocation of commodity related assets using a controlled forward-backward algorithm
vorgelegt von Stephan Ernst Ludwig
| Year of publication: |
2013
|
|---|---|
| Authors: | Ludwig, Stephan Ernst |
| Subject: | Portfolio theory | commodity markets | real options | stochastic optimal control | forward-backward stochastic differential equations | stochastic maximum principle | Portfolio-Management | Portfolio selection | Rohstoffspekulation | Commodity speculation | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Numerisches Verfahren | Numerical analysis | Portfolio Selection | Rohstoffhandel | Finanzmathematik | Stochastische optimale Kontrolle | Numerische Mathematik |
| Description of contents: | Description [doi.org] |
| Extent: | Online-Ressource |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Heidelberg, Univ., Diss., 2013 |
| Notes: | Zsfassung in dt. Sprache Systemvoraussetzung: Acrobat Reader |
| Other identifiers: | 10.11588/heidok.00014621 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009746647