Optimal stopping and stochastic control differential games for jump diffusions (Q5411896)
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scientific article; zbMATH DE number 6288386
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| English | Optimal stopping and stochastic control differential games for jump diffusions |
scientific article; zbMATH DE number 6288386 |
Statements
Optimal stopping and stochastic control differential games for jump diffusions (English)
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25 April 2014
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optimal stopping
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stochastic control
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stochastic differential games
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jump diffusions
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optimal resource extraction in a worst-case scenario
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risk minimizing portfolios
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0.8440447449684143
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0.8064494132995605
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0.7897820472717285
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0.7895092368125916
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