@article{paperid:1089758, author = {Fotoohi Bafghi, Mohammad Hossein and Effati, Sohrab and Solaymani Fard, Omid}, title = {A numerical method for solving stochastic linear quadratic problem with a finance application}, journal = {Journal of Mathematical Modeling}, year = {2022}, volume = {1}, number = {1}, month = {May}, issn = {2345-394X}, pages = {1--16}, numpages = {15}, keywords = {stochastic; quadratic; optimal; control; Riccati equation; approximation; financial market.}, }