검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
ON THE UNIQUENESS OF UNBOUNDED VISCOSITY SOLUTIONS ARISING IN AN OPTIMAL TERMINAL WEALTH PROBLEM WITH TRANSACTION COSTS Belak C, Menkens O, Sass J SIAM Journal on Control and Optimization, 53(5), 2878, 2015 |
| 2 |
Optimal terminal wealth under partial information: Both the drift and the volatility driven by a discrete-time Markov chain Taksar M, Zeng XD SIAM Journal on Control and Optimization, 46(4), 1461, 2007 |