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://ebvufind01.dmz1.zbw.eu/10009746647