Volume 60; Issue 4

2

Algorithms for Optimal Control of Stochastic Switching Systems

Year:
2016
Language:
english
File:
PDF, 251 KB
english, 2016
3

An Explicit Solution for Optimal Investment in Heston Model

Year:
2016
Language:
english
File:
PDF, 148 KB
english, 2016
4

Modern Problems of Financial Mathematics

Year:
2016
Language:
english
File:
PDF, 56 KB
english, 2016
8

Random Time with Differentiable Conditional Distribution Function

Year:
2016
Language:
english
File:
PDF, 275 KB
english, 2016
9

Congratulations to A. N. Shiryaev

Year:
2016
Language:
english
File:
PDF, 221 KB
english, 2016