A Verification Theorem in General Equilibrium Model of Asset Prices

Huang, Chi-fu; Taksar, Michael I.; Zhu, Steven H

Not Available for Download

Add Paper to My Library

A Verification Theorem in General Equilibrium Model of Asset Prices

STOCHASTIC ANALYSIS, CONTROL, OPTIMIZATION, AND APPLICATIONS: A VOLUME IN HONOR OF WENDELL FLEMING, 1996

Posted: 29 Aug 2009

See all articles by Chi-fu Huang

University of Missouri at Columbia - Department of Mathematics (Deceased) ; State University of New York (SUNY), Stony Brook, College of Engineering and Applied Sciences, Department of Applied Mathematics and Statistics (Deceased)

Steven H Zhu

Brown University - Division of Applied Mathematics; Bank of America; Massachusetts Institute of Technology (MIT) - Sloan School of Management; Citibank, N.A. - Risk Management

Date Written: August 11, 1996

Abstract

This volume was written in honor of Wendell H. Fleming, a mathematician who has made fundamental contributions in the fields of calculus of variations, geometric measure theory, differential games, stochastic control theory, and population genetics. This book includes authoritative expositions and surveys focusing on the key recent developments and results in stochastic analysis, control theory and optimization, as well as their applications.

Keywords: Optimal Control, Differential Games, Stochastic Calculation and Optimization

Suggested Citation: Suggested Citation

Huang, Chi-fu and Taksar, Michael I. and Zhu, Steven, A Verification Theorem in General Equilibrium Model of Asset Prices (August 11, 1996). STOCHASTIC ANALYSIS, CONTROL, OPTIMIZATION, AND APPLICATIONS: A VOLUME IN HONOR OF WENDELL FLEMING, 1996, Available at SSRN: https://ssrn.com/abstract=1463057