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Bibliography
Petr Veverka
Veverka Petr
:
Pricing of Real Options Based on Exponential Mean Reverting Processes: Finite differences method for pricing of Real Options based on exponential mean reverting processes of underlying asset
,
LAP LAMBERT Academic Publishing, (Saarbrücken 2010)
[2010]
Orrieri C.
,
Tessitore G.
,
Veverka Petr
:
Ergodic maximum principle for stochastic systems
,
Applied Mathematics and Optimization vol.79, 3 (2019), p. 567-591
[2019]
Download
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DOI:
10.1007/s00245-017-9448-7
Veverka Petr
:
Backward stochastic differential equations and its application to stochastic control
,
Stochastic and Physical Monitoring Systems 2010 - Proceedings, p. 181-189 , Eds: Hobza Tomáš
,
Stochastic and Physical Monitoring Systems 2010, (Děčín, CZ, 27.06.2010-03.07.2010)
[2010]
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2019-01-07 08:39