OPTIMAL MOMENTUM HEDGING VIA HYPOELLIPTIC REDUCED MONGE --AMPÈRE PDEs.
| Autor: | Stojanovic, Srdjan1 srdjan@math.uc.edu |
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| Zdroj: | SIAM Journal on Control & Optimization. 2004, Vol. 43 Issue 4, p1151-1173. 23p. |
| Databáze: | Academic Search Ultimate |
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