INIS
risks
100%
market
100%
constraints
100%
minimization
100%
markov process
66%
chains
66%
solutions
66%
prices
66%
assets
66%
control
33%
losses
33%
stochastic processes
33%
stocks
33%
cones
33%
vectors
33%
filtration
33%
brownian movement
33%
trade
33%
duality
33%
dollars
33%
Mathematics
Optimality
100%
Asset Price
100%
Quadratic Risk
100%
Mathematical Finance
50%
State Markov Chain
50%
Quadratic Loss Function
50%
Dollar Amount
50%
Closed Convex Set
50%
Convex Cone
50%
Minimizes
50%
Ito Process
50%
Stochastics
50%
Markov Chain
50%
Brownian Motion
50%
Dual Problem
50%
Economics, Econometrics and Finance
Markov Chain
100%
Regime Switching
100%
Levy Process
50%
Mathematical Finance
50%
Wealth
50%