Miller, Enzo
- Linear--Quadratic control for a class of stochastic Volterra equations: solvability and approximation
2019/11/05 by Eduardo Abi Jaber, Jaber, Eduardo Abi, Enzo Miller +3 · 2 citations
Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Financial Risk and Volatility Modeling #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Markowitz portfolio selection for multivariate affine and quadratic Volterra models
2020/06/22 by Eduardo Abi Jaber, Jaber, Eduardo Abi, Enzo Miller +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Linear-quadratic stochastic delayed control and deep learning resolution
2021/02/19 by Lefebvre, William, Miller, Enzo · 1 citation
#Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)