Stochastic Control of Jump Diffusions
Part of the Universitext book series (UTX)
KeywordsDynamic Programming Maximum Principle Stochastic Control Adjoint Equation Portfolio Selection Problem
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
© Springer-Verlag Berlin Heidelberg 2005