Work

Numerical solution of the Hamilton-Jacobi-Bellman equation for stochastic optimal control problems

Year: 2005

Type: article

Authors: Helfried Peyrl, Florian Herzog, Hans P. Geering

Institution: ETH Zurich

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W59725193

FWCI: 0.57

Cites: 12

Cited by: 16

Related to: 10