5

A Stochastic Control Approach to the Pricing of Options

Year:
1990
Language:
english
File:
PDF, 1.59 MB
english, 1990
11

Optimal control problems with no turning back

Year:
1980
Language:
english
File:
PDF, 1.12 MB
english, 1980
18

Semicontinuous viscosity solutions for quasiconvex Hamiltonians

Year:
2013
Language:
english
File:
PDF, 223 KB
english, 2013
22

Optimal Control of the Blowup Time

Year:
1996
Language:
english
File:
PDF, 2.28 MB
english, 1996
23

Viscosity Solutions for the Monotone Control Problem

Year:
1985
Language:
english
File:
PDF, 939 KB
english, 1985
27

A Stochastic Control Approach to the Pricing of Options

Year:
1990
Language:
english
File:
PDF, 1.19 MB
english, 1990