"Itô's Lemma" and the Bellman equation : an applied view
Year of publication: |
2005
|
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Other Persons: | Sennewald, Ken (contributor) ; Wälde, Klaus (contributor) |
Publisher: |
Dresden : Univ. of Technology, Fac. of Business Management and Economics |
Subject: | Stochastische Differentialgleichung | Portfolio-Management | Portfolio selection | Intertemporale Entscheidung | Intertemporal choice | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Extent: | Online-Ressource, 30 p., text |
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Series: | Dresden discussion paper series in economics. - Dresden : [Verlag nicht ermittelbar], ZDB-ID 2148053-9. - Vol. 05,04 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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