Work

Continuous-Time Portfolio Optimisation: Stochastic Control and the Martingale Methods

Year: 2026

Type: conference-paper

Source: OpenMETU (Middle East Technical University)

Author: Uğur, Ömür

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7223715022

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