ON THE SINGULARITIES OF AN IMPULSIVE DIFFERENTIAL GAME ARISING IN MATHEMATICAL FINANCE (Q5483382)
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scientific article; zbMATH DE number 5045319
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| English | ON THE SINGULARITIES OF AN IMPULSIVE DIFFERENTIAL GAME ARISING IN MATHEMATICAL FINANCE |
scientific article; zbMATH DE number 5045319 |
Statements
ON THE SINGULARITIES OF AN IMPULSIVE DIFFERENTIAL GAME ARISING IN MATHEMATICAL FINANCE (English)
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14 August 2006
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differential games
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robust control
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impulse control
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option pricing
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0.7559555172920227
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0.7559218406677246
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0.7481060028076172
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