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5. Stochastic modelling,control and optimization in finance Ⅱ

Stochastic modelling,control and optimization in finance Ⅱ

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：fourseasons2002fox

【摘 要】

：

　　This minisymposium will explore applications of stochastic control to utility maximization problems,including new developments motivated by models from beha

【作 者】

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Ludkovski Mike Leung Tim Chen Nan Li Lingfei 

【机 构】

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UC Santa Barbara

【出 处】

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第八届工业与应用数学国际大会

【发表日期】

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2015年期

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　　This minisymposium will explore applications of stochastic control to utility maximization problems,including new developments motivated by models from behavioral finance and risk measures

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