Pages that link to "Item:Q2273896"
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The following pages link to Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896):
Displaying 4 items.
- Deep learning for constrained utility maximisation (Q2152236) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-Chow redux (Q6572635) (← links)
- Partial hedging in rough volatility models (Q6585785) (← links)
