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"On Regularity of Primal and Dual Dynamic Value Functions Related to ..."

Michael Mania, Revaz Tevzadze (2017)

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DOI: 10.1137/16M1060558

access: closed

type: Journal Article

metadata version: 2023-09-30

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Michael Mania, Revaz Tevzadze:
On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions. SIAM J. Financial Math. 8(1): 483-503 (2017)

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