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Record Nr. |
UNICAMPANIAVAN00275348 |
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Autore |
Björk, Tomas |
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Titolo |
Time-Inconsistent Control Theory with Finance Applications / Tomas Björk, Mariana Khapko, Agatha Murgoci |
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Pubbl/distr/stampa |
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Descrizione fisica |
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xvii, 326 p. : ill. ; 24 cm |
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Altri autori (Persone) |
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Khapko, Mariana |
Murgoci, Agatha |
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Soggetti |
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60H40 - White noise theory [MSC 2020] |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
91A10 - Noncooperative games [MSC 2020] |
91A80 - Applications of game theory [MSC 2020] |
91G10 - Portfolio theory [MSC 2020] |
91G80 - Financial applications of other theories [MSC 2020] |
93E20 - Optimal stochastic control [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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