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'e-Article' searched 249results | List 1~10
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Agarwal, A. et. al., Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements, ESAIM: ProcS, 2019, 65, 1-26
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2020 European Control Conference (ECC) European Control Conference (ECC), 2020. :1003-1008 May, 2020
Academic Journal
IEEE Transactions on Control Systems Technology IEEE Trans. Contr. Syst. Technol. Control Systems Technology, IEEE Transactions on. 29(3):1284-1295 May, 2021
Academic Journal
In: Mathematical Finance. (Mathematical Finance, October 2023, 33(4):1119-1145)
Conference
2018 IEEE Conference on Decision and Control (CDC) Decision and Control (CDC), 2018 IEEE Conference on. :565-570 Dec, 2018
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[AR] De Marco, S.
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