The following pages link to (Q4218394):
Displaying 17 items.
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- Applicable stochastic control: From theory to practice (Q1330528) (← links)
- On the controllability problem arising in financial mathematics (Q1424123) (← links)
- State-space approaches for modelling and control in financial engineering. Systems theory and machine learning methods (Q1637604) (← links)
- Optimal investment and abandonment decisions for projects with construction uncertainty (Q2076946) (← links)
- Applications of Markov chain approximation methods to optimal control problems in economics (Q2097976) (← links)
- Optimal insurance in a continuous-time model (Q2507608) (← links)
- (Q3087164) (← links)
- (Q3160523) (← links)
- (Q3374069) (← links)
- Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (Q3631192) (← links)
- (Q3710444) (← links)
- Consistency issues for numerical methods for variance control, with applications to optimization in finance (Q4506991) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
