The following pages link to (Q5314910):
Displaying 12 items.
- Phenomena in inverse Stackelberg games. II: Dynamic problems (Q846942) (← links)
- Phenomena in inverse Stackelberg games. I: Static problems (Q846943) (← links)
- Deterministic minimax impulse control (Q1959685) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- The value of a minimax problem involving impulse control (Q2274614) (← links)
- Robust Control Approach to Digital Option Pricing:Synthesis Approach (Q3646716) (← links)
- A Robust Control Framework for Option Pricing (Q4339382) (← links)
- (Q4981562) (← links)
- Dynamic option hedging with transaction costs: A stochastic model predictive control approach (Q5241794) (← links)
- (Q5389840) (← links)
- Almost sure properties of controlled diffusions and worst case properties of deterministic systems (Q5458123) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)