A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities
Crossref DOI link: https://doi.org/10.1007/s11579-014-0128-y
Published Online: 2014-10-29
Published Print: 2014-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aktar, Yalçin
Taflin, Erik
Text and Data Mining valid from 2014-09-01