Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"A Dual Algorithm for Stochastic Control Problems: Applications to ..."

Pierre Henry-Labordère, Christian Litterer, Zhenjie Ren (2016)

> Home

Details and statistics

DOI: 10.1137/15M1019945

access: closed

type: Journal Article

metadata version: 2017-05-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/Henry-Labordere16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/Henry-Labordere16
Pierre Henry-Labordère, Christian Litterer, Zhenjie Ren:
A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA. SIAM J. Financial Math. 7(1): 159-182 (2016)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.