Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic targets with mixed diffusion processes and viscosity solutions. |
scientific article |
Statements
Stochastic targets with mixed diffusion processes and viscosity solutions. (English)
0 references
29 November 2005
0 references
stochastic control
0 references
mixed diffusion processes
0 references
viscosity solutions
0 references
super-replication
0 references
mathematical finance and insurance
0 references
0 references