Stochastic control for asset management
James J. Kung; Wing-Keung Wong; E-Ching Wu
| Year of publication: |
2013
|
|---|---|
| Authors: | Kung, James J. ; Wong, Wing Keung ; Wu, E.-ching |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 59-69
|
| Subject: | Stochastic Control | Three-Asset Model | Vasicek Interest Rate Model | Optimal Fraction | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Vermögensverwaltung | Asset management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010240225