Optimal control of forward-backward stochastic Volterra equations (Q4686113)
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scientific article; zbMATH DE number 6949643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of forward-backward stochastic Volterra equations |
scientific article; zbMATH DE number 6949643 |
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Optimal control of forward-backward stochastic Volterra equations (English)
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9 October 2018
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Hida-Malliavin calculus
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maximum principle
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financial model
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