Pages that link to "Item:Q1853443"
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The following pages link to A stochastic maximum principle for systems with jumps, with applications to finance. (Q1853443):
Displayed 6 items.
- Convergence of numerical solutions to stochastic age-structured system of three species (Q426923) (← links)
- A general optimality conditions for stochastic control problems of jump diffusions (Q434355) (← links)
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes (Q848401) (← links)
- Curve following in illiquid markets (Q1932555) (← links)