• DocumentCode
    3785420
  • Title

    Guest Editorial Special Issue on Stochastic Control Methods in Financial Engineering

  • Author

    B. Pasik-Duncan;R. Elliott;M. Davis

  • Volume
    49
  • Issue
    3
  • fYear
    2004
  • Firstpage
    321
  • Lastpage
    323
  • Keywords
    "Stochastic processes","Finance","Portfolios","Pricing","Stochastic systems","Mathematics","Nonlinear control systems","Power engineering and energy","Automatic control","Adaptive control"
  • Journal_Title
    IEEE Transactions on Automatic Control
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2004.824472
  • Filename
    1273631