Publication:2787491
From MaRDI portal
zbMath1331.91171MaRDI QIDQ2787491
Ta Thi Kieu An, Frank Norbert Proske, Mark Rubtsov
Publication date: 4 March 2016
91A80: Applications of game theory
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G20: Derivative securities (option pricing, hedging, etc.)
