List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Risk indifference pricing of functional claims of the yield surface in the presence of partial information Communications on Stochastic Analysis | 2016-03-04 | Paper |
| A maximum principle for stochastic differential games with \(g\)-expectations and partial information Stochastics | 2012-11-09 | Paper |
| A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets Stochastics | 2010-08-19 | Paper |
| Combined optimal stopping and singular stochastic control Stochastic Analysis and Applications | 2010-07-20 | Paper |
| Maximum principle for stochastic differential games with partial information Journal of Optimization Theory and Applications | 2009-04-24 | Paper |
| A maximum principle approach to risk indifference pricing with partial information Journal of Applied Mathematics and Stochastic Analysis | 2009-04-01 | Paper |
Research outcomes over time
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