검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Control Improvement for Jump-Diffusion Processes with Applications to Finance Bauerle N, Rieder U Applied Mathematics and Optimization, 65(1), 1, 2012 |
| 2 |
ON MAXIMIZING CRRA UTILITY IN REGIME SWITCHING MARKETS WITH RANDOM ENDOWMENT Taksar M, Zeng XD SIAM Journal on Control and Optimization, 48(5), 2984, 2009 |
| 3 |
Optimal terminal wealth under partial information: Both the drift and the volatility driven by a discrete-time Markov chain Taksar M, Zeng XD SIAM Journal on Control and Optimization, 46(4), 1461, 2007 |