Applied Mathematics and Optimization
Applied Mathematics and Optimization, Vol.61, No.3 Entire volume, number list
ISSN: 0095-4616 (Print)
In this Issue (6 articles)
| 287 - 315 |
Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models Gulisashvili A, Stein EM |
| 317 - 336 |
Semi-Markov Control Processes with Unknown Holding Times Distribution Under an Average Cost Criterion Luque-Vasquez F, Minjarez-Sosa JA, Rosas-Rosas LD |
| 337 - 351 |
Necessary Optimality Conditions for Some Control Problems of Elliptic Equations with Venttsel Boundary Conditions Luo YS |
| 353 - 378 |
Deterministic Minimax Impulse Control El Farouq N, Barles G, Bernhard P |
| 379 - 420 |
Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations Chueshov I, Millet A |
| 421 - 434 |
Two Characterizations of Optimality in Dynamic Programming Karatzas I, Sudderth WD |