"Itô's Lemma" and the Bellman equation of poisson processes : an applied view
Ken Sennewald and Klaus Wälde
| Year of publication: |
2006
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|---|---|
| Authors: | Sennewald, Ken ; Wälde, Klaus |
| Published in: |
Journal of economics. - Wien [u.a.] : Springer, ISSN 0931-8658, ZDB-ID 635037-9. - Vol. 89.2006, 1, p. 1-36
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| Subject: | Stochastische Differentialgleichung | Portfolio-Management | Portfolio selection | Intertemporale Entscheidung | Intertemporal choice | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003389556