Skip to main content

Browse Items (2 total)

Tags: mathematical finance

Sort by:

The Merton Problem and the Methods of Optimal Stochastic Control

https://davku.lnx.warwick.ac.uk/files/original/81fe186c92c07023c4bf41055e089ec2.pdf

Tags: Alex Irons, mathematical finance, optimal consumption, probability theory, Statistics, stochastic calculus

Options and Gambling

https://davku.lnx.warwick.ac.uk/files/original/6d960953d787e4c494ed64af697f1692.pdf

Tags: Alex O, Decision Theory, Dynamic Programming, Gambling, mathematical finance, Statistics, Utility Theory

Output Formats

atom, dcmes-xml, json, omeka-xml, rss2