A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326): Difference between revisions

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Latest revision as of 08:15, 9 July 2024

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A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities
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    A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (English)
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    26 November 2014
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    optimal stochastic control
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    smooth solutions
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    semilinear parabolic equations
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    stochastic volatilities
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