Solving Impulse-Control Problems with Control Delays
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Publication:2920950
DOI10.1007/978-1-4614-3433-7_3zbMath1296.91284OpenAlexW73330537MaRDI QIDQ2920950
Publication date: 29 September 2014
Published in: Topics in Numerical Methods for Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4614-3433-7_3
Numerical methods (including Monte Carlo methods) (91G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations with impulses (34A37) Optimal stochastic control (93E20) Financial applications of other theories (91G80)
Uses Software
Cites Work
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