The following pages link to (Q3357204):
Displaying 5 items.
- Solving singular control from optimal switching (Q945041) (← links)
- G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
