On stochastic optimal control for stock price volatility

Author: Yi-rong Ying   Yi Lin   Chong-feng Wu  

Publisher: Emerald Group Publishing Ltd

ISSN: 0368-492X

Source: Kybernetes: The International Journal of Systems & Cybernetics, Vol.32, Iss.5-6, 2003-06, pp. : 898-904

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Abstract