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 |
An application of stochastic control theory to financial economics Fleming WH, Pang T SIAM Journal on Control and Optimization, 43(2), 502, 2004 |