The following pages link to (Q3938788):
Displayed 15 items.
- Stochastic control of individual's health investments (Q260737) (← links)
- Repeated stochastic tree problems (Q899737) (← links)
- Non-uniqueness of option prices (Q921793) (← links)
- Locally periodic homogenization of reflected diffusion (Q995856) (← links)
- Use of stochastic control theory to model a forest management system (Q1057780) (← links)
- Intertemporal issues associated with the control of macro-economic systems (Q1202461) (← links)
- Stochastic models for bond prices, function space integrals and immunization theory (Q1262066) (← links)
- Optimal production of innovations under uncertainty (Q2367175) (← links)
- Dynamic optimization models in finance: some extensions to the framework, models, and computation (Q2438425) (← links)
- Arbitrage Theory with State-Price Deflators (Q2854347) (← links)
- Comparison of Markov Chain and Stochastic Differential Equation Population Models Under Higher-Order Moment Closure Approximations (Q3068095) (← links)
- Hedge portfolios and the black-scholes equations (Q3217391) (← links)
- A feedback nash equilibrium solution for non–cooperative innovations in a stochastic differential game framework (Q3360690) (← links)
- A Stochastic Extension of the Miller‐Modigliani Framework<sup>1</sup> (Q4345918) (← links)
- Investing for Retirement (Q5718087) (← links)