✦ LIBER ✦

Optimal control of option portfolios and applications

✍ Scribed by Ralf Korn; Siegfried Trautmann

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal selection of a portfolio of opti

✍ M. Schyns; Y. Crama; G. Hübner 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 616 KB

Predictive control of random-parameter s

✍ V. V. Dombrovskii; D. V. Dombrovskii; E. A. Lyashenko 📂 Article 📅 2005 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 250 KB

A maximum principle for relaxed stochast

✍ Daniel Andersson; Boualem Djehiche 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 340 KB

Engineering applications of discrete tim

✍ Hans F. Ravn; RenéVictor Valqui Vidal 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 821 KB

Applications of optimal control theory i

✍ Michael D. Intriligator 📂 Article 📅 1975 🏛 Springer Netherlands 🌐 English ⚖ 898 KB

The lagrange method of optimization with

✍ Gregory C. Chow 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 927 KB