Optimal stopping and stochastic control differential games for jump diffusions
2012 ◽
Vol 85
(1)
◽
pp. 85-97
◽
Fouzia Baghery
◽
Sven Haadem
◽
Bernt Øksendal
◽
Isabelle Turpin
Bernt Øksendal
◽
Agnès Sulem
2009 ◽
Vol 81
(1)
◽
pp. 55-78
◽
Luis H.R. Alvarez
◽
Teppo A. Rakkolainen
1998 ◽
Vol 77
(2)
◽
pp. 253-281
◽
Frederik Boetius
◽
Michael Kohlmann
1995 ◽
Vol 54
(3-4)
◽
pp. 221-231
◽
S. Hamadene
◽
J.P. Lepeltier
2005 ◽
Vol 62
(2)
◽
pp. 345-346
Bernt Øksendal
◽
Agnès Sulem