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Publications by Marina Di Giacinto
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach
Journal of Mathematical Finance
Related publications
Nonlinear and Stochastic Numerical Methods and Their Applications
Applications of Pontryagin’s Maximum Principle to Economics
On Mean-Field Stochastic Maximum Principle for Near-Optimal Controls for Poisson Jump Diffusion With Applications
International Journal of Dynamics and Control
Control
Systems Engineering
Mechanical Engineering
Electronic Engineering
Civil
Structural Engineering
Simulation
Optimization
Electrical
Modeling
Maximum Principle for Near-Optimality of Stochastic Delay Control Problem
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Numerical Methods--A Software Approach.
Mathematics of Computation
Computational Mathematics
Applied Mathematics
Number Theory
Algebra
Funding Rules and Actuarial Methods
OECD Working Papers on Insurance and Private Pensions
Maximum-Likelihood Methods in Wavefront Sensing: Stochastic Models and Likelihood Functions
Journal of the Optical Society of America A: Optics and Image Science, and Vision
Pattern Recognition
Optics
Molecular Physics,
Computer Vision
Optical
Atomic
Magnetic Materials
Medicine
Electronic
Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games With Financial Applications
A Maximum Principle Approach to Risk Indifference Pricing With Partial Information
Journal of Applied Mathematics and Stochastic Analysis
