Combined Stochastic Control and Impulse Control of Jump Diffusions

2005 ◽  
pp. 113-122
Keyword(s):  
Stochastic Control ◽  
Impulse Control ◽  
Jump Diffusions

scholarly journals On the Impulse Control of Jump Diffusions

2013 ◽  
Vol 51 (3) ◽  
pp. 2612-2637 ◽  
Author(s):  
Erhan Bayraktar ◽  
Thomas Emmerling ◽  
José-Luis Menaldi
Keyword(s):  
Impulse Control ◽  
Jump Diffusions

Impulse Control of Jump Diffusions

2019 ◽  
pp. 239-254 ◽  
Author(s):  
Bernt Øksendal ◽  
Agnès Sulem
Keyword(s):  
Impulse Control ◽  
Jump Diffusions

Applied Stochastic Control of Jump Diffusions

2007 ◽  
Author(s):  
Bernt Øksendal ◽  
Agnès Sulem
Keyword(s):  
Stochastic Control ◽  
Jump Diffusions
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