The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644): Difference between revisions
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Latest revision as of 20:44, 13 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance |
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The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (English)
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13 May 2020
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impulse control
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jump-diffusion
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Markowitz's mean-variance model
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stochastic maximum principle
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