Format:
X, 156 S.
,
graph. Darst.
,
24 cm
ISBN:
9783642352010
,
3642352014
Series Statement:
Springer briefs in quantitative finance
Note:
Literaturangaben
Additional Edition:
Online-Ausg. Rogers, Leonard C. G. Optimal Investment Berlin, Heidelberg : Springer Berlin Heidelberg, 2013
Language:
English
Keywords:
Portfolio Selection
;
Stochastische optimale Kontrolle
;
Hamilton-Jacobi-Differentialgleichung
;
Ito-Formel
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