A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326): Difference between revisions
From MaRDI portal
Latest revision as of 09:15, 9 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities |
scientific article |
Statements
A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (English)
0 references
26 November 2014
0 references
optimal stochastic control
0 references
smooth solutions
0 references
semilinear parabolic equations
0 references
stochastic volatilities
0 references
0 references
0 references
0 references