Total risk aversion and the pricing of options (Q811316): Difference between revisions

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+Discontinuous solutions of deterministic optimal stopping time problems
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+Total risk aversion, stochastic optimal control, and differential games
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+A Stochastic Control Approach to the Pricing of Options
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+Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
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+Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
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+The Pricing of Options and Corporate Liabilities
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+Q3787248
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
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+Q4710893
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+On the pricing of American options
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+Optimization Problems in the Theory of Continuous Trading
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+Q3961832
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+Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
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+Neumann type boundary conditions for Hamilton-Jacobi equations
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+Q3977316
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