Continuous-in-time financial model for public communities

DOI10.1051/PROC/201445016MaRDI QIDQ3465849zbMATH OpenOpenAlexFDO

Authors Emmanuel Frnod, Mohamad Safa

Publication date 29 January 2016

Published in ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1051/proc/201445016

Mathematics Subject Classification ID

Public goods (91B18) Stochastic models in economics (91B70) Optimal stochastic control (93E20)

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