Matematik
Optimal Stopping
100%
Portfolio Selection
95%
Geometric Process
75%
Strategy
74%
Nonlinear Problem
56%
Lévy Process
53%
Stock Prices
52%
Geometric Brownian Motion
52%
Explicit Solution
51%
Optimal Stopping Problem
49%
Optimal Strategy
48%
Optimality
44%
Interest Rates
44%
Lagrange multipliers
40%
Closed-form
36%
Probability Measure
34%
Brownian Motion with Drift
30%
Optimality Criteria
29%
Optimal Control Problem
28%
Optimal Control
28%
Martingale Method
25%
Volatility
24%
Denote
24%
Dynamic Control
23%
Continuation
23%
Nonlinear Optimal Control
22%
Optimal Solution
22%
State Space
22%
Supremum
21%
Hamilton-Jacobi
20%
Inconsistent
18%
Family
18%
Conditioning
18%
Stopping Time
15%
Erhverv og økonomi
Mean-variance
90%
Mean-variance Portfolios
66%
Portfolio Selection
53%
Stopping Time
48%
Lagrange multipliers
44%
Rationality
43%
Geometric Brownian Motion
42%
Exercise
41%
Lower Bounds
34%
Penalty Method
28%
Arbitrage
28%
Stock Prices
28%
Wealth
26%
Free Boundary
26%
Interest Rates
25%
Point Process
24%
Optimal Stopping Problem
24%
Optimal Stopping
23%
Bond Prices
21%
Optimal Control Problem
21%
Martingale
20%
Buyers
20%
Jump
20%