Abstract
Some optimal control problems of Financial Mathematics are presented. In particular, selected problems of optimal pricing and optimal portfolios in a given financial market are considered.
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Kisielewicz, M. (2020). Mathematical Finance Problems. In: Set-Valued Stochastic Integrals and Applications. Springer Optimization and Its Applications, vol 157. Springer, Cham. https://doi.org/10.1007/978-3-030-40329-4_9
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DOI: https://doi.org/10.1007/978-3-030-40329-4_9
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