The following pages link to (Q4682144):
Displaying 13 items.
- Optimal stochastic control, stochastic target problems, and backward SDE. (Q424646) (← links)
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Bayesian optimal control for a non-autonomous stochastic discrete time system (Q668862) (← links)
- Special issue: Optimization and stochastic control in finance, journal of optimization theory and applications (Q1626499) (← links)
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919) (← links)
- Stochastic optimisation and control applied to finance (Q2382317) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
- Financial risk contagion and optimal control (Q2691295) (← links)
- (Q5471609) (← links)
- Stochastic Control and Pricing Under Swap Measures (Q5746532) (← links)