검색결과 : 2건
No. | Article |
---|---|
1 |
OPTIMAL INVESTMENT UNDER MODEL UNCERTAINTY IN NONDOMINATED MODELS Denis L, Kervarec M SIAM Journal on Control and Optimization, 51(3), 1803, 2013 |
2 |
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 |