Optimal portfolio management when stocks are driven by Mean-Reverting Processes

Optimal portfolio management when stocks are driven by Mean-Reverting Processes

A dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science (Mathematical Modelling) of the University of Dar es Salaam

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Detalhes bibliográficos
Autor principal:	Mbigili, Lusungu Julius
Formato:	Thesis
Idioma:	inglês
Publicado em:	University of Dar es Salaam 2024
Assuntos:	Ito-diffusion and Generator Bellman's Principle stochastic optimal control
Acesso em linha:	https://scholar.mzumbe.ac.tz/handle/123456789/513
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