Stochastic control problem with stopping time under jump-diffusion model (Q2923768)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6364325
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic control problem with stopping time under jump-diffusion model |
scientific article; zbMATH DE number 6364325 |
Statements
3 November 2014
0 references
stochastic control
0 references
martingale
0 references
value process
0 references
stopping time
0 references
Stochastic control problem with stopping time under jump-diffusion model (English)
0 references
0.8576847314834595
0 references
0.8438162803649902
0 references
0.8377724289894104
0 references
