Optimal liquidation problems and HJB equations with singular terminal condition
Year of publication: |
[2017?]
|
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Authors: | Graewe, Paulwin |
Other Persons: | Horst, Ulrich (degree supervisor) ; Sircar, Kaushik Ronnie (degree supervisor) ; Soner, Halil Mete (degree supervisor) |
Publisher: |
Berlin |
Subject: | HJB | optimal liquidation | singular terminal condition | comparison principle | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (circa 95 Seiten) |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Thesis: | Dissertation, Humboldt Universität zu Berlin, 2017 |
Other identifiers: | 10.18452/17776 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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