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Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
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- Journal:
- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
- Published online by Cambridge University Press:
- 01 July 2016, pp. 572-596
- Print publication:
- June 2011
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- Article
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Dynamic Optimization for a Mixed Portfolio with Transaction Costs
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- Book:
- Numerical Methods in Finance
- Published online:
- 05 June 2012
- Print publication:
- 26 June 1997, pp 165-180
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