Login / Signup
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions.
Rüdiger Frey
Ulrike Polte
Published in:
SIAM J. Control. Optim. (2011)
Keyphrases
</>
control problems
boundary value problem
optimal control
reinforcement learning
nonlinear partial differential equations
black scholes
hamilton jacobi bellman
differential equations
adaptive control
option pricing
financial markets
computational intelligence
mathematical model
life cycle
finite difference