Works matching IS 00954616 AND DT 2010 AND VI 61 AND IP 3
Results: 6
Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models.
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- Applied Mathematics & Optimization, 2010, v. 61, n. 3, p. 287, doi. 10.1007/s00245-009-9085-x
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- Article
Necessary Optimality Conditions for Some Control Problems of Elliptic Equations with Venttsel Boundary Conditions.
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- Applied Mathematics & Optimization, 2010, v. 61, n. 3, p. 337, doi. 10.1007/s00245-009-9087-8
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- Article
Semi-Markov Control Processes with Unknown Holding Times Distribution Under an Average Cost Criterion.
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- Applied Mathematics & Optimization, 2010, v. 61, n. 3, p. 317, doi. 10.1007/s00245-009-9086-9
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- Article
Deterministic Minimax Impulse Control.
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- Applied Mathematics & Optimization, 2010, v. 61, n. 3, p. 353, doi. 10.1007/s00245-009-9090-0
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- Article
Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations.
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- Applied Mathematics & Optimization, 2010, v. 61, n. 3, p. 379, doi. 10.1007/s00245-009-9091-z
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- Article
Two Characterizations of Optimality in Dynamic Programming.
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- Applied Mathematics & Optimization, 2010, v. 61, n. 3, p. 421, doi. 10.1007/s00245-009-9093-x
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- Article