Terra Cognita

Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2023

Filippo de Feo, Salvatore Federico, Andrzej \'Swi\k{e}ch

arXiv preprint (math.OC, math.AP, q-fin.MF).

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