Pages that link to "Item:Q4599839"

The following pages link to A stochastic maximum principle for processes driven by <i>G</i>‐Brownian motion and applications to finance (Q4599839):

Displaying 8 items.

• Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
• Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
• Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift (Q2307640) (← links)
• Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
• Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity (Q2799360) (← links)
• \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
• First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (Q6173808) (← links)
• Two-stage stochastic optimal control problem under \(G\)-expectation (Q6577537) (← links)