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~isPartOf:"Algorithmic finance"
~isPartOf:"Dynamic games and applications : DGA"
~subject:"Analysis"
~subject:"Kontrolltheorie"
~subject:"Option pricing theory"
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Algorithmic finance
Dynamic games and applications : DGA
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Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
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2
Point-to-point stochastic control of a self-financing portfolio
Mavungu, Masiala
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 129-143
Persistent link: https://www.econbiz.de/10013459986
Saved in:
3
Maximum principle for general partial information nonzero sum stochastic differential games and applications
Nie, Tianyang
;
Wang, Falei
;
Yu, Zhiyong
- In:
Dynamic games and applications : DGA
12
(
2022
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10013198740
Saved in:
4
A Stackelberg game of backward stochastic differential equations with applications
Zheng, Yueyang
;
Shi, Jingtao
- In:
Dynamic games and applications : DGA
10
(
2020
)
4
,
pp. 968-992
Persistent link: https://www.econbiz.de/10012628843
Saved in:
5
Risk-sensitive mean field games via the stochastic maximum principle
Moon, Jun
;
Başar, Tamer
- In:
Dynamic games and applications : DGA
9
(
2019
)
4
,
pp. 1100-1125
Persistent link: https://www.econbiz.de/10012226193
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