Two optimization problems of a continuous-in-time financial model
Emmanuel Frénod, Pierre Ménard, Mohamad Safa
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Frénod, Emmanuel ; Ménard, Pierre ; Safa, Mohamad |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 8.2018, 1, p. 27-42
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| Subject: | Continuous-in-Time Model | Optimal Control | Optimization | Financial Strategy | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory | Betriebliche Finanzwirtschaft | Managerial finance | Unternehmensfinanzierung | Corporate finance | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2018.81003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011846105