Pages that link to "Item:Q3557937"

The following pages link to Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes (Q3557937):

Displaying 22 items.

• Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
• Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
• Nonzero-sum impulse games with regime switching (Q2081783) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
• Hybrid optimal impulse control (Q2125528) (← links)
• Parallel search for information in continuous time -- optimal stopping and geometry of the PDE (Q2127692) (← links)
• Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
• Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
• Valuing switching options with the moving-boundary method (Q2246609) (← links)
• Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
• Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
• Sequential Capacity Expansion Options (Q4971576) (← links)
• Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
• Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
• A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
• On singular control of reflected diffusions (Q6628941) (← links)