Pages that link to "Item:Q4286665"

The following pages link to Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach (Q4286665):

Displayed 5 items.

• Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) ‎ (← links)
• Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) ‎ (← links)
• Dynamic programming for multidimensional stochastic control problems (Q1819110) ‎ (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) ‎ (← links)
• A stochastic target formulation for optimal switching problems in finite horizon (Q3630058) ‎ (← links)