Journal article 1006 views
Stochastic control of SDEs associated with Lévy generators and application to financial optimization
Jonathan Bennett,
Jiang-lun Wu
Frontiers of Mathematics in China
Swansea University Author: Jiang-lun Wu
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1007/s11464-009-0052-2
Abstract
Stochastic control of SDEs associated with Lévy generators and application to financial optimization
| Published in: | Frontiers of Mathematics in China |
|---|---|
| Published: |
2010
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa7450 |
| College: |
Faculty of Science and Engineering |
|---|