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Pang, Tao - Department of Mathematics, North Carolina State University
A Stochastic Portfolio Optimization Model with Bounded Mou-Hsiung Chang
Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients
Finite Difference Approximations for Stochastic Control Systems with Delay
Optimal control of stochastic functional differential equations with a bounded memory
A STOCHASTIC CONTROL MODEL OF INVESTMENT, PRODUCTION AND CONSUMPTION
Stochastic Optimal Control Problems with a Bounded Memory
An Approximation Scheme for Black-Scholes Equations with Mou-Hsiung Chang
An Application of Stochastic Control Theory to Financial Wendell H. Fleming
Portfolio Optimization Models on Infinite-Time Horizon1
Viscosity Solutions of Infinite Dimensional Black-Scholes Equation and Numerical
Finite Difference Approximation for Stochastic Optimal Stopping Problems with Delays
Stochastic Portfolio Optimization with Log Utility Department of Mathematics
MA (ST) 413 Midterm Exam 2 1. (10 points) Use the formula for pgf, we have
MA (ST)546 Midterm Exam 1 1. Assume that A is a countable set and all members of A can be listed as A =
MA (ST)413 Midterm Exam 1 1. (20 points)
Sample Formula Sheet g(x)fX(x)dx,
MA (ST)546 Midterm Exam 2 11/04/2010 1. (20 points)
MA 231 Midterm Exam 2 07/26/2010 1. (20 points)
MA 231 Midterm Exam 1 07/14/2010 1. (20 points)