Showing results 1 to 2 of 2
Title | Author(s) | Issue Date | |
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Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization Journal:European Journal of Operational Research | 2017 | ||
Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model Journal:European Journal of Operational Research | 2020 |