An HJB Approach to a General Continuous-Time Mean-Variance Stochastic Control Problem (2015)
Attributed to:
The Alan Turing Institute
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.2631593
Publication URI: http://dx.doi.org/10.2139/ssrn.2631593
Type: Journal Article/Review
Parent Publication: SSRN Electronic Journal