LQG homing problems for processes used in financial mathematics (Q4569446)
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scientific article; zbMATH DE number 6897342
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | LQG homing problems for processes used in financial mathematics |
scientific article; zbMATH DE number 6897342 |
Statements
28 June 2018
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stochastic control
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Bessel process
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CEV process
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first hitting time
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suboptimal control
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0.8544719219207764
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0.8417400121688843
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0.8415908813476562
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0.835300862789154
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0.822576642036438
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