Pages that link to "Item:Q2179644"
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The following pages link to The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644):
Displaying 3 items.
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (Q2674940) (← links)
- Impulse control of conditional McKean-Vlasov jump diffusions (Q6151590) (← links)