General Smooth Solutions to the HJB PDE: Applications to Finance
نویسندگان
چکیده
منابع مشابه
Numerical Solution of Discretised HJB Equations with Applications in Finance
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2015
ISSN: 1556-5068
DOI: 10.2139/ssrn.2684229