Stephan Ernst Ludwig
Dr. rer. nat. Ruprecht-Karls-Universität Heidelberg 2013
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.
If you have additional information or
corrections regarding this mathematician, please use the update form. To submit students of this
mathematician, please use the new
data form, noting this mathematician's MGP ID of 171444 for the advisor ID.