검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Boundary sensitivities for diffusion processes in time dependent domains Costantini C, Gobet E, El Karoui N Applied Mathematics and Optimization, 54(2), 159, 2006 |
| 2 |
Sensitivity analysis using Ito-Malliavin calculus and martingales, and application to stochastic optimal control Gobet E, Munos R SIAM Journal on Control and Optimization, 43(5), 1676, 2005 |