Multi-period mean variance optimal control of Markov jump with multiplicative noise systems (2007)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Subjects: PROCESSOS DE MARKOV; SISTEMAS LINEARES
- Language: Inglês
- Imprenta:
- Source:
- Título: Mathematical reports
- ISSN: 1582-3067
- Volume/Número/Paginação/Ano: v.9, n.1, p.21-34, 2007
-
ABNT
COSTA, Oswaldo Luiz do Valle e OKIMURA, Rodrigo Takashi. Multi-period mean variance optimal control of Markov jump with multiplicative noise systems. Mathematical reports, v. 9, n. 1, p. 21-34, 2007Tradução . . Acesso em: 13 fev. 2026. -
APA
Costa, O. L. do V., & Okimura, R. T. (2007). Multi-period mean variance optimal control of Markov jump with multiplicative noise systems. Mathematical reports, 9( 1), 21-34. -
NLM
Costa OL do V, Okimura RT. Multi-period mean variance optimal control of Markov jump with multiplicative noise systems. Mathematical reports. 2007 ;9( 1): 21-34.[citado 2026 fev. 13 ] -
Vancouver
Costa OL do V, Okimura RT. Multi-period mean variance optimal control of Markov jump with multiplicative noise systems. Mathematical reports. 2007 ;9( 1): 21-34.[citado 2026 fev. 13 ] - Sampled control for mean-variance hedging in a jump diffusion financial market
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