Financial Decisions via Methods of Guaranteed Control Theory
| Data(s) |
08/12/2013
08/12/2013
1998
|
|---|---|
| Resumo |
AMS subject classification: 93C95, 90A09. The paper deals with some problems of financial mathematics that can be studied with the help of the theory of guaranteed control under uncertainty. From this viewpoint the dynamic portfolio selection problem and the option pricing models are considered, and the links between guaranteed and stochastic approaches in financial mathematics are discussed. Supported in part by RFBR grant 97-01-01003 nd SCHE RF grant 29. |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 12, No 1, (1998), 133p-140p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #Guaranteed Control #Financial Modelling |
| Tipo |
Article |
