Stabilization of a stock-loan valuation PDE process using differential flatness theory
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Cites work
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- Boundary value problems and convolutional systems over rings of ultradistributions
- Capped stock loans
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- Detection of abrupt changes: theory and application
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- High order method for Black-Scholes PDE
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem
- Non-fragile observer-based \(\mathcal H_\infty\) control for uncertain neutral-type systems via sliding mode technique
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- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping
- Stock loan valuation based on the finite moment log-stable process
- Stock loan valuation under a stochastic interest rate model
- Stock loan with automatic termination clause, cap and margin
- STOCK LOANS
- Stock loans in incomplete markets
- The bang-bang principle of time optimal controls for the Kuramoto-Sivashinsky-KdV equation with internal control
- Valuation of stock loan under uncertain environment
- Valuation of stock loan under uncertain mean-reverting stock model
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- Valuation of stock loans with regime switching
- Variational inequalities in stock loan models
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