The dynamic programming equation for second order stochastic target problems

Keyphrases

• Dynamic Programming Equation 100%
• Stochastic Target Problems 100%
• Large Classes 50%
• Control Process 50%
• Technical Tools 50%
• Backward Stochastic Differential Equation 50%
• Mathematical Finance 50%
• Similar Problem 50%
• Smallholders 50%
• Dynamic Programming Principle 50%
• Option Hedging 50%
• Liquidity Cost 50%
• Geometric Dynamics 50%

Economics, Econometrics and Finance

• Dynamic Programming 100%
• Finance 33%
• Investors 33%
• Hedging 33%
• Mathematical Finance 33%

Mathematics

• Stochastic Order 100%
• Mathematical Finance 50%
• Stochastic Equation 50%