Stochastic control under partial informations and applications to finance;Contrôle stochastique avec informations partielles et applications à la finance

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 328, Issue 11, 1999, Pages 1003-1010

  Laskry, Jean Michel ^a   Lions, Pierre Louis ^b  

^a BNP PARIBAS   (France)

^b UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033148021     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(99)80314-0     Document Type: Article

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