검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility Yan TJ, Wong HY Automatica, 107, 211, 2019 |
| 2 |
Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility Gorynin I, Derrode S, Monfrini E, Pieczynski W IEEE Transactions on Automatic Control, 62(2), 853, 2017 |