Björk et al., 2021 - Google Patents

Time-inconsistent control theory with finance applications

Björk et al., 2021

Document ID
8790152231553873367
Author
Björk T
Khapko M
Murgoci A
et al.
Publication year

External Links

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The purpose of this book is to present an overview of, and introduction to, the time- inconsistent control theory developed by the authors during the last decade. The theory is developed for discrete as well as continuous time, and the kernel of the content is drawn …
Continue reading at link.springer.com (other versions)

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    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06Investment, e.g. financial instruments, portfolio management or fund management
    • GPHYSICS
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    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025Credit processing or loan processing, e.g. risk analysis for mortgages
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