Pages that link to "Item:Q4260062"
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The following pages link to Contrôle stochastique avec informations partielles et applications à la Finance (Q4260062):
Displaying 12 items.
- On a problem of optimal stochastic control with incomplete information (Q1021257) (← links)
- On stochastic incentive control problems with partial dynamic information (Q1061078) (← links)
- Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
- Stochastic optimisation and control applied to finance (Q2382317) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- Portfolio selection under incomplete information (Q2495379) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (Q3631192) (← links)
- A maximum principle for controlled stochastic factor model (Q4554102) (← links)
- Forecasting trends with asset prices (Q4555084) (← links)
- (Q4682144) (← links)
- LQ control of forward and backward stochastic difference system (Q5865445) (← links)