公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
2009 | Ergodic type of Bellman equations of first order with quadratic Hamiltonian | Kaise, H.; Sheu, Shuenn-Jyi | APPLIED MATHEMATICS AND OPTIMIZATION 59(1), 37-73 | |||
2004 | Evaluation of large time expectations for diffusion processes | Sheu, Shuenn-Jyi; Kaise, H.; Sheu, S. J. | preprint. | |||
2004 | Risk sensitive optimal investment: solutions of the dynamical programming equation | Sheu, Shuenn-Jyi; Kaise, H. | Mathematics of Finance (Contemporary Mathematics AMS) 351, 217-230 |