Mathematical Portfolio Theory - Page 9

Topic
Lec 24: Optimal portfolio for multi-period discrete time model; Discrete Dynamic Programming
Lecture
Notes
Topic
Lec 25: Continuous time model; Hamilton-Jacobi-Bellman PDE
Lecture
Notes
Topic
Lec 26: Hamilton-Jacobi-Bellman PDE; Duality/Martingale Approach
Lecture
Notes
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