Book Sections Year : 2016

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

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

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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⟩
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