Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
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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 | Kaise, H.; Sheu, Shuenn-Jyi | 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 |