Applied Stochastic Control of Jump Diffusions - Universitext
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer International Publishing

9783030027797, 9783030027810

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Viscosity Solutions

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_12 ◽

2019 ◽

pp. 285-312

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Viscosity Solutions

Download Full-text

Approximating Impulse Control by Iterated Optimal Stopping

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_10 ◽

2019 ◽

pp. 255-272

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Optimal Stopping ◽

Impulse Control

Download Full-text

Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_9 ◽

2019 ◽

pp. 239-254 ◽

Cited By ~ 1

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Impulse Control ◽

Jump Diffusions

Download Full-text

Stochastic Calculus with Lévy Processes

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_1 ◽

2019 ◽

pp. 1-26 ◽

Cited By ~ 1

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Stochastic Calculus

Download Full-text

Backward Stochastic Differential Equations and Risk Measures

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_4 ◽

2019 ◽

pp. 75-91

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Risk Measures ◽

Backward Stochastic Differential Equations

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

Stochastic Differential Games

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_6 ◽

2019 ◽

pp. 157-210

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Differential Games ◽

Stochastic Differential Games

Download Full-text

Financial Markets Modeled by Jump Diffusions

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_2 ◽

2019 ◽

pp. 27-53

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Financial Markets ◽

Jump Diffusions

Download Full-text

Stochastic Control of Jump

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_5 ◽

2019 ◽

pp. 93-155

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Stochastic Control

Download Full-text

Combined Stochastic Control and Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions - Universitext ◽

10.1007/978-3-030-02781-0_11 ◽

2019 ◽

pp. 273-283

Author(s):

Bernt Øksendal ◽

Agnès Sulem

Keyword(s):

Stochastic Control ◽

Impulse Control ◽

Jump Diffusions

Download Full-text

Applied Stochastic Control of Jump Diffusions - UniversitextLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Viscosity Solutions

Approximating Impulse Control by Iterated Optimal Stopping

Impulse Control of Jump Diffusions

Stochastic Calculus with Lévy Processes

Backward Stochastic Differential Equations and Risk Measures

Combined Optimal Stopping and Stochastic Control of Jump Diffusions

Stochastic Differential Games

Financial Markets Modeled by Jump Diffusions

Stochastic Control of Jump

Combined Stochastic Control and Impulse Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions - Universitext
Latest Publications