Community Research and Development Information Service - CORDIS

FP5

Optimal stochastic control of financial risks under utility-based preferences

Project ID: HPMF-CT-2002-01624
Funded under

Optimal stochastic control of financial risks under utility-based preferences

From 2002-04-01 to 2003-09-30

Project details

Total cost:

EUR 80 304

EU contribution:

EUR 80 304

Coordinated in:

United Kingdom

Topic(s):

Funding scheme:

RGI - Research grants (individual fellowships)

Objective

Coordinator

IMPERIAL COLLEGE OF SCIENCE, TECHNOLOGY AND MEDICINE
United Kingdom
Queen's Gate 180
SW7 2BZ LONDON
United Kingdom
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Administrative contact: William WAKEHAM
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