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