The Hamilton-Jacobi Equation: A Global Approach

By S. H. Benton. 2012

52 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/592f0a8288310932500b1f28efc9bf9c8258104f

Citations in the corpus

• Optimal Basket Liquidation for CARA Investors is Deterministic (2010, unknown): “Therefore, the theorem 7.1 in chapter II of Benton (1977) is applicable, and S satisfies Equation (25).”