CONTINUOUSLY CONTROLLED OPTIONS: DERIVATIVES WITH ADDED FLEXIBILITY
Year of publication: |
2013
|
---|---|
Authors: | DOKUCHAEV, NIKOLAI |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 16.2013, 01, p. 1350003-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Exotic options | controlled options | continuous time market | stochastic control | HJB equation | knapsack problem |
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