Multiperiod mean-standard-deviation time consistent portfolio selection
Bannister, Hugh, Goldys, Beniamin, Penev, Spiridon, Wu, Wei
Published in Automatica (Oxford) (01.11.2016)
Published in Automatica (Oxford) (01.11.2016)
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Martingale solutions and Markov selections for stochastic partial differential equations
Goldys, Benjamin, Röckner, Michael, Zhang, Xicheng
Published in Stochastic processes and their applications (01.05.2009)
Published in Stochastic processes and their applications (01.05.2009)
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Journal Article