Pages that link to "Item:Q829001"
From MaRDI portal
The following pages link to Stochastic impulse control problem with state and time dependent cost functions (Q829001):
Displaying 4 items.
- Regression Monte Carlo for impulse control (Q2094845) (← links)
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI (Q6073844) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
