Part of the Universitext book series (UTX)
Stochastic Control of Jump Diffusions
KeywordsMaximum Principle Stochastic Control Portfolio Selection Problem Stochastic Control Problem Risky Investment
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 2007