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Optimal control of predictive mean-field equations and applications to finance

Bernt Øksendal 1 Agnès Sulem 2
2 MATHRISK - Mathematical Risk Handling
UPEM - Université Paris-Est Marne-la-Vallée, ENPC - École des Ponts ParisTech, Inria de Paris
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https://hal.inria.fr/hal-01406649
Contributor : Martine Verneuille <>
Submitted on : Thursday, December 1, 2016 - 2:10:57 PM
Last modification on : Wednesday, February 26, 2020 - 7:06:17 PM

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Bernt Øksendal, Agnès Sulem. Optimal control of predictive mean-field equations and applications to finance. Springer Proceedings in Mathematics & Statistics, 138, Springer Verlag, pp.319, 2016, Stochastic of Environmental and Financial Economics, 978-3-319-23424-3. ⟨10.1007/978-3-319-23425-0⟩. ⟨hal-01406649⟩

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