On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253)
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scientific article; zbMATH DE number 5522814
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| English | On singular stochastic control and optimal stopping of spectrally negative jump diffusions |
scientific article; zbMATH DE number 5522814 |
Statements
On singular stochastic control and optimal stopping of spectrally negative jump diffusions (English)
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3 March 2009
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jump diffusion
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optimal stopping
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singular control
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variational inequalities
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0.8428402543067932
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0.832774817943573
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0.8279659748077393
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0.8244945406913757
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0.7993073463439941
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