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Search: subject:"tychastic control systems"
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dynamic games
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dynamic valuation
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management of portfolio
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tychastic control systems
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Aubin, Jean-Pierre
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Pujal, Dominique
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Saint-Pierre, Patrick
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Université Paris-Dauphine
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Université Paris-Dauphine (Paris IX)
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Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty
Aubin, Jean-Pierre
;
Pujal, Dominique
;
Saint-Pierre, Patrick
-
Université Paris-Dauphine (Paris IX)
-
2005
management of a portfolio with transaction costs in the framework of
tychastic
control
systems
(or dynamical games against nature …
Persistent link: https://www.econbiz.de/10011074604
Saved in:
2
Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty.
Aubin, Jean-Pierre
;
Pujal, Dominique
;
Saint-Pierre, Patrick
-
Université Paris-Dauphine
-
2005
management of a portfolio with transaction costs in the framework of
tychastic
control
systems
(or dynamical games against nature …
Persistent link: https://www.econbiz.de/10009643897
Saved in:
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