Numerical methods in financial and actuarial applications a stochastic maximum principle approach

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Bibliographische Detailangaben
Veröffentlicht in:Journal of mathematical finance
1. Verfasser: Di Giacinto, Marina (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: May 2018
Schlagworte:
Least Square Method > Stochastic Optimal Control > Stochastic Maximum Principle > Backward Stochastic Differential Equation > Portfolio Choice > Aufsatz in Zeitschrift
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