ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Combined Optimal Stopping and Stochastic Control of Jump Diffusions
Applied Stochastic Control of Jump Diffusions - Universitext
◽
10.1007/3-540-26441-8_4
◽
2005
◽
pp. 59-70
Keyword(s):
Stochastic Control
◽
Optimal Stopping
◽
Jump Diffusions
Download Full-text
Related Documents
Cited By
References
Optimal stopping and stochastic control differential games for jump diffusions
Stochastics
◽
10.1080/17442508.2011.652116
◽
2012
◽
Vol 85
(1)
◽
pp. 85-97
◽
Cited By ~ 2
Author(s):
Fouzia Baghery
◽
Sven Haadem
◽
Bernt Øksendal
◽
Isabelle Turpin
Keyword(s):
Differential Games
◽
Stochastic Control
◽
Optimal Stopping
◽
Jump Diffusions
Download Full-text
Combined Optimal Stopping and Stochastic Control of Jump Diffusions
Applied Stochastic Control of Jump Diffusions - Universitext
◽
10.1007/978-3-030-02781-0_7
◽
2019
◽
pp. 211-223
Author(s):
Bernt Øksendal
◽
Agnès Sulem
Keyword(s):
Stochastic Control
◽
Optimal Stopping
◽
Jump Diffusions
Download Full-text
Combined Optimal Stopping and Stochastic Control of Jump Diffusions
Applied Stochastic Control of Jump Diffusions
◽
10.1007/978-3-540-69826-5_4
◽
2007
◽
pp. 65-76
Keyword(s):
Stochastic Control
◽
Optimal Stopping
◽
Jump Diffusions
Download Full-text
On singular stochastic control and optimal stopping of spectrally negative jump diffusions
Stochastics
◽
10.1080/17442500802215037
◽
2009
◽
Vol 81
(1)
◽
pp. 55-78
◽
Cited By ~ 2
Author(s):
Luis H.R. Alvarez
◽
Teppo A. Rakkolainen
Keyword(s):
Stochastic Control
◽
Optimal Stopping
◽
Singular Stochastic Control
◽
Jump Diffusions
◽
Negative Jump
Download Full-text
Connections between optimal stopping and singular stochastic control
Stochastic Processes and their Applications
◽
10.1016/s0304-4149(98)00049-0
◽
1998
◽
Vol 77
(2)
◽
pp. 253-281
◽
Cited By ~ 37
Author(s):
Frederik Boetius
◽
Michael Kohlmann
Keyword(s):
Stochastic Control
◽
Optimal Stopping
◽
Singular Stochastic Control
Download Full-text
Bernt Øksendal and Agnès Sulem (2005) applied stochastic control of jump diffusions ISBN 3-540-14023-9, Springer Berlin
Mathematical Methods of Operations Research
◽
10.1007/s00186-005-0017-5
◽
2005
◽
Vol 62
(2)
◽
pp. 345-346
Author(s):
Gerhard-Wilhelm Weber
Keyword(s):
Stochastic Control
◽
Jump Diffusions
Download Full-text
Optimal Stopping of Jump Diffusions
Applied Stochastic Control of Jump Diffusions - Universitext
◽
10.1007/3-540-26441-8_2
◽
2005
◽
pp. 27-37
Keyword(s):
Optimal Stopping
◽
Jump Diffusions
Download Full-text
Stochastic Control for Jump Diffusions
Stochastic Modeling and Control
◽
10.5772/45719
◽
2012
◽
Author(s):
Jingtao Shi
Keyword(s):
Stochastic Control
◽
Jump Diffusions
Download Full-text
Applied Stochastic Control of Jump Diffusions
10.1007/978-3-540-69826-5
◽
2007
◽
Cited By ~ 301
Author(s):
Bernt Øksendal
◽
Agnès Sulem
Keyword(s):
Stochastic Control
◽
Jump Diffusions
Download Full-text
Applied Stochastic Control of Jump Diffusions
10.1007/b137590
◽
2005
◽
Cited By ~ 3
Keyword(s):
Stochastic Control
◽
Jump Diffusions
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close