ON THE SINGULARITIES OF AN IMPULSIVE DIFFERENTIAL GAME ARISING IN MATHEMATICAL FINANCE (Q5483382): Difference between revisions

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scientific article; zbMATH DE number 5045319
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English
ON THE SINGULARITIES OF AN IMPULSIVE DIFFERENTIAL GAME ARISING IN MATHEMATICAL FINANCE
scientific article; zbMATH DE number 5045319

    Statements

    ON THE SINGULARITIES OF AN IMPULSIVE DIFFERENTIAL GAME ARISING IN MATHEMATICAL FINANCE (English)
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    14 August 2006
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    differential games
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    robust control
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    impulse control
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    option pricing
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    Identifiers

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