검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
A WEAK DYNAMIC PROGRAMMING PRINCIPLE FOR COMBINED OPTIMAL STOPPING/STOCHASTIC CONTROL WITH epsilon(f)-EXPECTATIONS Dumitrescu R, Quenez MC, Sulem A SIAM Journal on Control and Optimization, 54(4), 2090, 2016 |
| 2 |
Dynamic-Programming and Pricing of Contingent Claims in an Incomplete Market Elkaroui N, Quenez MC SIAM Journal on Control and Optimization, 33(1), 29, 1995 |