Pages that link to "Item:Q5746532"
From MaRDI portal
The following pages link to Stochastic Control and Pricing Under Swap Measures (Q5746532):
Displaying 3 items.
- Optimal stochastic intervention control with application to the exchange rate (Q1300406) (← links)
- Arbitrage-free multifactor term structure models: a theory based on stochastic control (Q2851559) (← links)
- A stochastic control perspective on term structure models with roll-over risk (Q6074008) (← links)