검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
DYNAMIC PROGRAMMING FOR CONTROLLED MARKOV FAMILIES: ABSTRACTLY AND OVER MARTINGALE MEASURES Zitkovic G SIAM Journal on Control and Optimization, 52(3), 1597, 2014 |
| 2 |
EXPONENTIAL HEDGING WITH OPTIMAL STOPPING AND APPLICATION TO EMPLOYEE STOCK OPTION VALUATION Leung T, Sircar R SIAM Journal on Control and Optimization, 48(3), 1422, 2009 |