Pages that link to "Item:Q3544236"
From MaRDI portal
The following pages link to Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm (Q3544236):
Displaying 5 items.
- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem (Q887158) (← links)
- A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801) (← links)
- Robust Control Approach to Digital Option Pricing:Synthesis Approach (Q3646716) (← links)
- A Robust Control Framework for Option Pricing (Q4339382) (← links)
- (Q4981562) (← links)