The value of information in stochastic control and finance
Year of publication: |
2005
|
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Authors: | Øksendal, Bernt K. |
Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 207583-0. - Vol. 44.2005, 4, p. 352-364
|
Subject: | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
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