Special issue on stochastic control methods in financial engineering

被引：3

作者：

Pasik-Duncan, B ^{[1
]}

Elliott, R

Davis, M

机构：

[1] Univ Kansas, Dept Math, Lawrence, KS 66045 USA

[2] Univ Calgary, Haskayne Sch Business, Calgary, AB T2N 1N4, Canada

[3] Univ London Imperial Coll Sci Technol & Med, Dept Math, London SW7 2AZ, England

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2004年 / 49卷 / 03期

关键词：

D O I：

10.1109/TAC.2004.824472

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：321 / 323

页数：3

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