| Original language | English |
|---|---|
| Title of host publication | Encyclopedia of quantitative finance |
| Editors | Rama Cont |
| Place of Publication | Chichester, West Sussex, England ; Hoboken, NJ |
| Publisher | John Wiley & Sons |
| Pages | 1682-1689 |
| Number of pages | 8 |
| Volume | 9 |
| ISBN (Print) | 9780470057568 |
| Publication status | Published - 2010 |
Stochastic control
Robert J. Elliott, Tak Kuen Siu
Research output: Chapter in Book/Report/Conference proceeding › Entry for encyclopedia/dictionary/reference book