검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
AMERICAN OPTIONS IN REGIME-SWITCHING MODELS Boyarchenko S, Levendorskii S SIAM Journal on Control and Optimization, 48(3), 1353, 2009 |
| 2 |
A stochastic control approach to portfolio problems with stochastic interest rates Korn R, Kraft H SIAM Journal on Control and Optimization, 40(4), 1250, 2001 |