scientific article; zbMATH DE number 6897342

zbMath1399.91148MaRDI QIDQ4569446

Mario Lefebvre

Publication date: 28 June 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Bessel processstochastic controlsuboptimal controlfirst hitting timeCEV process

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80)

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