"Optimal feedback control of stock prices under credit risk dynamics."

Jinghai Shao, Sovan Mitra, Andreas S. Karathanasopoulos (2022)

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DOI: 10.1007/S10479-021-04002-6

access: open

type: Journal Article

metadata version: 2022-07-27

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  - journals/anor/ShaoMK22
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  - https://dblp.org/rec/journals/anor/ShaoMK22
Jinghai Shao, Sovan Mitra, Andreas S. Karathanasopoulos:
Optimal feedback control of stock prices under credit risk dynamics. Ann. Oper. Res. 313(2): 1285-1318 (2022)

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