Optimal control of predictive mean-field equations and applications to finance - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Book Sections Year : 2016

Optimal control of predictive mean-field equations and applications to finance

Agnès Sulem
  • Function : Author
  • PersonId : 865285

Dates and versions

hal-01406649 , version 1 (01-12-2016)

Identifiers

Cite

Bernt Øksendal, Agnès Sulem. Optimal control of predictive mean-field equations and applications to finance. Springer Proceedings in Mathematics & Statistics, 138, Springer Verlag, pp.319, 2016, Stochastic of Environmental and Financial Economics, 978-3-319-23424-3. ⟨10.1007/978-3-319-23425-0⟩. ⟨hal-01406649⟩
423 View
0 Download

Altmetric

Share

Gmail Facebook X LinkedIn More