Pages that link to "Item:Q2382317"
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The following pages link to Stochastic optimisation and control applied to finance (Q2382317):
Displaying 5 items.
- First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Shadow price approximation for the fractional Black Scholes model (Q2693249) (← links)
- Optimal strategies in a risky debt context (Q3396068) (← links)
- Pricing American put option using RBF-NN: new simulation of Black-Scholes (Q6491266) (← links)
