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