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A maximum principle for controlled stochastic factor model · Peerford

Article · Journal · 2017

A maximum principle for controlled stochastic factor model

Virginie Konlack Socgnia, Olivier Menoukeu-Pamen

ESAIM Control Optimisation and Calculus of Variations

Open access · Green
International · 3 countries

Read it 10.1051/cocv/2017053

Citations: 2from other works
Field-weighted impact: 0.001.00 is the world average for its field and year
Among its field: 13th percentileby citations, against works of its field and year
Authors: 2from 4 institutions

Authors

2 authors across 4 institutions in 3 countries

Virginie Konlack SocgniaFirst author
- Université de Yaoundé I (CM)
Olivier Menoukeu-PamenSenior author
- African Institute for Mathematical Sciences Ghana (GH)
- University of Ghana (GH)
as printed: Olivier Menoukeu Pamen

Funded by

Alexander von Humboldt-Stiftung
Bundesministerium für Bildung und Forschung
European Commission
National Research Foundation
National Science Foundation, United Arab Emirates
Seventh Framework Programme

Countries on it

Cameroon
United Kingdom
Ghana

Also on it

University of Liverpooleducation · GB

Fields

A work can sit in several, each with a score

Stochastic processes and financial applicationsTopic
Financial Risk and Volatility ModelingTopic
Mathematical Biology Tumor GrowthTopic