Srdjan D. Stojanovic. Stochastic control approach to derivative pricing and hedging in incomplete markets modeled by general Ito SDE systems: an overview and an application in FX derivatives. In American Control Conference, ACC 2007, New York, NY, USA, 9-13 July, 2007. pages 1115-1119, IEEE, 2007. [doi]
@inproceedings{Stojanovic07-0,
title = {Stochastic control approach to derivative pricing and hedging in incomplete markets modeled by general Ito SDE systems: an overview and an application in FX derivatives},
author = {Srdjan D. Stojanovic},
year = {2007},
doi = {10.1109/ACC.2007.4283153},
url = {https://doi.org/10.1109/ACC.2007.4283153},
researchr = {https://researchr.org/publication/Stojanovic07-0},
cites = {0},
citedby = {0},
pages = {1115-1119},
booktitle = {American Control Conference, ACC 2007, New York, NY, USA, 9-13 July, 2007},
publisher = {IEEE},
}