검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
HJB EQUATIONS WITH GRADIENT CONSTRAINT ASSOCIATED WITH CONTROLLED JUMP-DIFFUSION PROCESSES Kelbert M, Moreno-Franco HA SIAM Journal on Control and Optimization, 57(3), 2185, 2019 |
| 2 |
Solution to HJB Equations with an Elliptic Integro-Differential Operator and Gradient Constraint Moreno-Franco HA Applied Mathematics and Optimization, 78(1), 25, 2018 |
| 3 |
Value Function Regularity in Option Pricing Problems Under a Pure Jump Model Kang JJ, Tang YB Applied Mathematics and Optimization, 76(2), 303, 2017 |