Robust Optimal Control for a Consumptioninvestment Problem
Year of publication: |
2007-05-18
|
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Authors: | Schied, Alexander |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Unvollkommener Markt | Incomplete markets | Volatilität | Unsicherheit | Verbrauch | Risikomessung |
Extent: | 421888 bytes 21 p. application/pdf |
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Series: | Diskussionspapier ; 2007-026 |
Type of publication: | Book / Working Paper |
Language: | English |
ISSN: | 1860-5664 |
Classification: | Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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