Pemy, M.; Zhang, Q.; Yin, G. Selling a large stock position: a stochastic control approach with state constraints. (English) Zbl 1140.91406 Commun. Inf. Syst. 7, No. 1, 93-110 (2007). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Chang, Hyeong Soo; Fu, Michael C.; Hu, Jiaqiao; Marcus, Steven I. A survey of some simulation-based algorithms for Markov decision processes. (English) Zbl 1140.90503 Commun. Inf. Syst. 7, No. 1, 59-92 (2007). MSC: 90C40 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Palczewski, Jan; Stettner, Łukasz Maximization of the portfolio growth rate under fixed and proportional transaction costs. (English) Zbl 1140.91405 Commun. Inf. Syst. 7, No. 1, 31-58 (2007). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Hu, Yaozhong; Nualart, David Regularity of renormalized self-intersection local time for fractional Brownian motion. (English) Zbl 1143.60310 Commun. Inf. Syst. 7, No. 1, 21-30 (2007). MSC: 60G15 60J65 60J55 60H07 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Maslowski, Bohdan; Pospíšil, Jan Parameter estimates for linear partial differential equations with fractional boundary noise. (English) Zbl 1154.60335 Commun. Inf. Syst. 7, No. 1, 1-20 (2007). MSC: 60H15 35R60 93E10 × Cite Format Result Cite Review PDF Full Text: DOI Euclid