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Fulvia Confortola

  1. Backward SDEs and infinite horizon stochastic optimal control
    2017/10/18 by Fulvia Confortola, Andrea Cosso, Confortola, F. +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #60H10 #93E20 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications