A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
Work
Year: 2011
Type: article
Source: Computational Economics
Institutions University of St Andrews, The University of Sydney
Cites: 12
Cited by: 5
Related to: 10
FWCI: 0.88
Citation percentile (by year/subfield): 76.02
Subfield: Finance
Domain: Social Sciences
Open Access status: closed