검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Pathwise stochastic optimal control Rogers LCG SIAM Journal on Control and Optimization, 46(3), 1116, 2007 |
| 2 |
Option pricing with Markov-modulated dynamics Jobert A, Rogers LCG SIAM Journal on Control and Optimization, 44(6), 2063, 2006 |