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Applications of the preview control method to the optimal problem for linear continuous-time stochastic systems with time-delay Journal article
International Journal of Wavelets, Multiresolution and Information Processing, 2016,Volume: 14,Issue: 6
Authors:  Jiang Wu;  Fucheng Liao;  Tang Y.Y.
Favorite | View/Download:6/0 | TC[WOS]:11 TC[Scopus]:0 | Submit date:2019/02/11
Optimal Control  Preview Control  Stochastic Augmented Error System  Stochastic System  Time-delay System  
Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Journal of Applied Finance&Banking, 2016,Volume: 6,Issue: 2,Page: 1-20
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming