On singular stochastic control and optimal stopping of spectrally negative jump diffusions

Stochastics ◽  
2009 ◽  
Vol 81 (1) ◽  
pp. 55-78 ◽  
Author(s):  
Luis H.R. Alvarez ◽  
Teppo A. Rakkolainen
Keyword(s):  
Stochastic Control ◽  
Optimal Stopping ◽  
Singular Stochastic Control ◽  
Jump Diffusions ◽  
Negative Jump

scholarly journals Optimal stopping and stochastic control differential games for jump diffusions

Stochastics ◽  
2012 ◽  
Vol 85 (1) ◽  
pp. 85-97 ◽  
Author(s):  
Fouzia Baghery ◽  
Sven Haadem ◽  
Bernt Øksendal ◽  
Isabelle Turpin
Keyword(s):  
Differential Games ◽  
Stochastic Control ◽  
Optimal Stopping ◽  
Jump Diffusions
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