Stochastic optimal control, international finance and debt-Reference-Cited by-同舟云学术

Stochastic optimal control, international finance and debt

Published:2004-05 Issue:5 Volume:28 Page:979-996
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Fleming Wendell H,Stein Jerome L

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference17 articles.

1. Stochastic inter-temporal optimization in discrete time;Fleming,2001

2. Fleming, W.H., 2001. Stochastic Control Models of Optimal Investment and Consumption, Aportaciones Mathemáticas, Modelos Estocásticos II. In: Hernández, D., López-Mimbela, J.A., Quezada, R., (Eds.), Sociedad Mathemátics, Mexico

3. Controlled Markov processes and mathematical finance;Fleming,1999

4. Controlled Markov Processes and Viscosity Solutions;Fleming,1992

5. Deterministic and Stochastic Optimal Control;Fleming,1975

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