Author:
El Karoui N.,Jeanblac-Picqué M.
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
2 articles.
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1. On Extremal Solutions of Controlled Nonlinear Filtering Equations;SIAM Journal on Control and Optimization;1995-05
2. A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility;2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.