검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
NONLINEAR BLACK-SCHOLES EQUATIONS IN FINANCE: ASSOCIATED CONTROL PROBLEMS AND PROPERTIES OF SOLUTIONS Frey R, Polte U SIAM Journal on Control and Optimization, 49(1), 185, 2011 |
| 2 |
MAXIMUM PRINCIPLES FOR OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS Oksendal B, Sulem A SIAM Journal on Control and Optimization, 48(5), 2945, 2009 |