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A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities
Aktar, Yalçin
;
Taflin, Erik
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 489-509
Persistent link: https://www.econbiz.de/10010491879
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2
Mean field game of controls and an application to trade crowding
Cardaliaguet, Pierre
;
Lehalle, Charles-Albert
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 335-363
Persistent link: https://www.econbiz.de/10011963860
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3
A stochastic control approach to public debt management
Brachetta, Matteo
;
Ceci, Claudia
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 749-778
Persistent link: https://www.econbiz.de/10013438881
Saved in:
4
Multidimensional investment problem
Christensen, Sören
;
Salminen, Paavo
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011963303
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