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~isPartOf:"CARF working paper"
~isPartOf:"International journal of business performance and supply chain modelling : IJBPSCM"
~subject:"Optionspreistheorie"
~subject:"robust control"
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P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
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Analysis from robust control under environment constraint : application for traffic model
Uzunova, Milka
;
Djemai, Mohamed
- In:
International journal of business performance and …
6
(
2014
)
3/4
,
pp. 315-335
Persistent link: https://www.econbiz.de/10011284527
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Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga
;
Takahashi, Akihiko
-
2021
Persistent link: https://www.econbiz.de/10012616241
Saved in:
3
Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014438131
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