Bank management via stochastic optimal control-Reference-Cited by-同舟云学术

Bank management via stochastic optimal control

Published:2006-08 Issue:8 Volume:42 Page:1395-1406
ISSN:0005-1098
Container-title:Automatica
language:en
Short-container-title:Automatica

Author:

Mukuddem-Petersen Janine,Petersen Mark A.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference29 articles.

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2. Basel Committee on Banking Supervision. (2001). Working paper on the regulatory treatment of operational risk. Bank for International Settlements.

3. Basel Committee on Banking Supervision. (June 2004). International convergence of capital measurement and capital standards; A revised framework. Bank for International Settlements.

4. The mathematical theory of optimal processes;Boltyanskii,1962

5. Bowers, N. L., Gerber, H. U., Hickman, J. C., Jones, D. A., & Nesbitt, C.J. (1997). Actuarial mathematics (2nd ed.). The Society of Actuaries, ITACA.

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