Stochastic optimal control for financial portfolio with transaction costs

Master's

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Bibliographic Details
Main Author:	CHUONG PIERRE
Other Authors:	ELECTRICAL & COMPUTER ENGINEERING
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	stochastic optimal control, Hamilton-Jacobi-Bellman, non-singular control, transaction costs
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/15587
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-155872024-10-26T09:10:16Z Stochastic optimal control for financial portfolio with transaction costs CHUONG PIERRE ELECTRICAL & COMPUTER ENGINEERING XIANG CHENG stochastic optimal control, Hamilton-Jacobi-Bellman, non-singular control, transaction costs Master's MASTER OF ENGINEERING 2010-04-08T10:55:09Z 2010-04-08T10:55:09Z 2006-11-03 Thesis CHUONG PIERRE (2006-11-03). Stochastic optimal control for financial portfolio with transaction costs. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15587 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	stochastic optimal control, Hamilton-Jacobi-Bellman, non-singular control, transaction costs
spellingShingle	stochastic optimal control, Hamilton-Jacobi-Bellman, non-singular control, transaction costs CHUONG PIERRE Stochastic optimal control for financial portfolio with transaction costs
description	Master's
author2	ELECTRICAL & COMPUTER ENGINEERING
author_facet	ELECTRICAL & COMPUTER ENGINEERING CHUONG PIERRE
format	Theses and Dissertations
author	CHUONG PIERRE
author_sort	CHUONG PIERRE
title	Stochastic optimal control for financial portfolio with transaction costs
title_short	Stochastic optimal control for financial portfolio with transaction costs
title_full	Stochastic optimal control for financial portfolio with transaction costs
title_fullStr	Stochastic optimal control for financial portfolio with transaction costs
title_full_unstemmed	Stochastic optimal control for financial portfolio with transaction costs
title_sort	stochastic optimal control for financial portfolio with transaction costs
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/15587
_version_	1821230775295541248

Stochastic optimal control for financial portfolio with transaction costs

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