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Search: subject:"Control of distributed parameters systems"
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Multi-asset Black-Scholes PDE
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Black-Scholes model
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Black-Scholes-Modell
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Control of distributed parameters systems
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Control theory
1
Differential flatness theory
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Hypothek
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Kontrolltheorie
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Mortgage
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Mortgage pricing
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Nonlinear feedback control
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Option pricing theory
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Optionspreistheorie
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control of distributed parameters systems
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differential flatnss theory
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nonlinear feedback control
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Rigatos, Gerasimos G.
2
Siano, P.
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International journal of financial engineering
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Journal of quantitative economics
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ECONIS (ZBW)
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Stabilization of mortgage price dynamics using a boundary PDE feedback control approach
Rigatos, Gerasimos G.
;
Siano, P.
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10012418325
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2
Feedback control of the multi-asset Black-Scholes PDE using differential flatness theory
Rigatos, Gerasimos G.
;
Siano, P.
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011577097
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