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scientific article; zbMATH DE number 6102847 - MaRDI portal

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Publication:4647723

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zbMath1265.37062MaRDI QIDQ4647723

Azzedine Benchettah, Abbes Benchaabane

Publication date: 7 November 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equation stochastic volatility invariant measure optimal stochastic control mean-reverting process

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80) Hamilton-Jacobi equations in mechanics (70H20) Dynamical systems in optimization and economics (37N40)

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