검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
A Comparison Principle for PDEs Arising in Approximate Hedging Problems: Application to Bermudan Options Bouveret G, Chassagneux JF Applied Mathematics and Optimization, 78(3), 469, 2018 |
| 2 |
STOCHASTIC TARGET PROBLEMS WITH CONTROLLED LOSS IN JUMP DIFFUSION MODELS Moreau L SIAM Journal on Control and Optimization, 49(6), 2577, 2011 |
| 3 |
STOCHASTIC TARGET PROBLEMS WITH CONTROLLED LOSS Bouchard B, Elie R, Touzi N SIAM Journal on Control and Optimization, 48(5), 3123, 2009 |