Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management

被引：0

作者：

Department of Mathematical Sciences, University of Nevada, Las Vegas, NV 89154-4020, United States ^{[1
]}

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来源：

J. Comput. Appl. Math. | / 1卷 / 112-127期

基金：

美国国家科学基金会;

关键词：

Hamilton Jacobi theory - Option pricing - Stochastic control - Ultradiffusion - Ultraparabolic;

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摘要：

引用

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