Estimating Dynamic Geometric Fractional Brownian Motion and Its Application to Long-Memory Option Pricing

by Misiran, Masnita, Lu, Zudi, Kok Lay, Teo, Aw, Grace
Published 2012

Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model reality differences

by Sie, Long Kek, Kok, Lay Teo, Abd. Aziz, Mohd. Ismail
Published 2012

A gradient algorithm for optimal control problems with model-reality differences

by Sie, Long Kek, Abd. Aziz, Mohd. Ismail, Kok, Lay Teo
Published 2015

Application of conjugate gradient approach for nonlinear optimal control problem with model-reality difference

by Sie, Long Kek, Wah, June Leong, Sy, Yi Sim, Kok, Lay Teo
Published 2018