Work

Singular mean-field optimal control for forward-backward stochastic systems and applications to finance

Year: 2014

Type: article

Source: International Journal of Dynamics and Control

DOI: 10.1007/s40435-014-0080-y

Author: Mokhtar Hafayed

Institution: University of Biskra

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2063665266

FWCI: 5.857

Cites: 48

Cited by: 17

Related to: 10