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Stockbridge, Richard H. - Department of Mathematical Sciences, University of Wisconsin-Milwaukee
Option Pricing for Finite Models with Limits on Hedging Richard H. Stockbridge
Linear Programming Formulation for Optimal Stopping Moon Jung Cho y and Richard H. Stockbridge z
A Separation Principle for Partially Observed Control of Singular Stochastic Processes
Numerical Evaluation of Resolvents and Laplace Transforms of Markov Processes
Contemporary Mathematics Characterizing Option Prices by Linear Programs
LONG TERM AVERAGE CONTROL OF A LOCAL TIME PROCESS
The Problem of Moments on Polytopes and Other Bounded Regions1
Extension of Dale's Moment Conditions with Application to the Wright-Fisher Model 1
Portfolio Optimization in Markets having Stochastic Rates
