3700 O Street NW
Washington, DC 20057
McDonough School of Business, Georgetown University
in Total Papers Downloads
in Total Papers Citations
Filtering, Stochastic Differential Equations, Jumps, Option Pricing, Volatility
time optimal control problems, Neumann parabolic equations with an infinite number of variables, Dubovitskii-Milyutin theorem, conical approximations, optimality conditions, Weierstrass theorem
C11, C13, C15, C51, C52, G11, G12, G17
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