Journal article 922 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
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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 |
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| Published: |
2010
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa7450 |
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| College: |
Faculty of Science and Engineering |
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