most citedHJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Optimal Feedbacks and Approximations

7 citations · 9 across the 3 of their papers we have counts for

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q-fin.CP2007★ 2 cited

An Hilbert space approach for a class of arbitrage free implied volatilities models

A. Brace, G. Fabbri, B. Goldys

We present an Hilbert space formulation for a set of implied volatility models introduced in \cite{BraceGoldys01} in which the authors studied conditions for a family of European c…