On a class of singular stochastic control problems driven by Lévy noise (Q2274296)
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scientific article; zbMATH DE number 7107499
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| English | On a class of singular stochastic control problems driven by Lévy noise |
scientific article; zbMATH DE number 7107499 |
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On a class of singular stochastic control problems driven by Lévy noise (English)
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19 September 2019
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singular stochastic control problems
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Lévy noise
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invariance
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optimal trade executions
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0.9344442
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0.9319499
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0.93017924
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0.9289572
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