The value of information in stochastic control and finance
Bernt Øksendal
| Year of publication: |
2005
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|---|---|
| Authors: | Øksendal, Bernt K. |
| Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 207583-0. - Vol. 44.2005, 4, p. 352-364
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| Subject: | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
| 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/10003236998