Stephan Ernst Ludwig


Dr. rer. nat. Ruprecht-Karls-Universität Heidelberg 2013 Germany
Dissertation: Optimal portfolio allocation of commodity related assets using a controlled forward-backward stochastic algorithm
Mathematics Subject Classification: 93—Systems theory; control

Advisor 1: Willi Jäger
Advisor 2: George C. Papanicolaou

No students known.

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