"The dynamic programming equation for a stochastic volatility optimal ..."

Viorel Barbu (2019)

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DOI: 10.1016/J.AUTOMATICA.2019.05.046

access: closed

type: Journal Article

metadata version: 2020-02-20

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Viorel Barbu:
The dynamic programming equation for a stochastic volatility optimal control problem. Autom. 107: 119-124 (2019)

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