Adrián Hernández-del-Valle

From MaRDI portal
(Redirected from Person:389825)



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!

PublicationDate of PublicationType
On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach
Journal of Dynamics and Games
2019-10-01Paper
First passage problems for nonstationary discrete-time stochastic control systems
European Journal of Control
2014-01-21Paper
Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
Systems & Control Letters
2011-07-27Paper
Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
International Journal of Control
2010-11-19Paper
scientific article; zbMATH DE number 2063862 (Why is no real title available?)2004-03-30Paper


Research outcomes over time


This page was built for person: Adrián Hernández-del-Valle