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Applied Stochastic Control of Jump Diffusions最新文献

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Combined Stochastic Control and Impulse Control of Jump Diffusions 跳跃扩散的随机与脉冲联合控制
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_11
B. Øksendal, A. Sulem
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引用次数: 0
Solutions of Selected Exercises 选题解答
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_14
B. Øksendal, A. Sulem
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引用次数: 0
Financial Markets Modeled by Jump Diffusions 由跳跃扩散建模的金融市场
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_2
B. Øksendal, A. Sulem
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引用次数: 0
Stochastic Calculus with Lévy Processes 具有lsamvy过程的随机微积分
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_1
B. Øksendal, A. Sulem
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引用次数: 0
Approximating Impulse Control by Iterated Optimal Stopping 迭代最优停止的脉冲逼近控制
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_10
B. Øksendal, A. Sulem
{"title":"Approximating Impulse Control by Iterated Optimal Stopping","authors":"B. Øksendal, A. Sulem","doi":"10.1007/978-3-030-02781-0_10","DOIUrl":"https://doi.org/10.1007/978-3-030-02781-0_10","url":null,"abstract":"","PeriodicalId":396566,"journal":{"name":"Applied Stochastic Control of Jump Diffusions","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115866699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Combined Optimal Stopping and Stochastic Control of Jump Diffusions 跳跃扩散的联合最优停止与随机控制
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_7
B. Øksendal, A. Sulem
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引用次数: 0
Backward Stochastic Differential Equations and Risk Measures 逆向随机微分方程与风险度量
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_4
B. Øksendal, A. Sulem
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引用次数: 0
Impulse Control of Jump Diffusions 跃变扩散的脉冲控制
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_9
B. Øksendal, A. Sulem
{"title":"Impulse Control of Jump Diffusions","authors":"B. Øksendal, A. Sulem","doi":"10.1007/978-3-030-02781-0_9","DOIUrl":"https://doi.org/10.1007/978-3-030-02781-0_9","url":null,"abstract":"","PeriodicalId":396566,"journal":{"name":"Applied Stochastic Control of Jump Diffusions","volume":"56 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125817774","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stochastic Control of Jump 跳跃的随机控制
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_5
B. Øksendal, A. Sulem
{"title":"Stochastic Control of Jump","authors":"B. Øksendal, A. Sulem","doi":"10.1007/978-3-030-02781-0_5","DOIUrl":"https://doi.org/10.1007/978-3-030-02781-0_5","url":null,"abstract":"","PeriodicalId":396566,"journal":{"name":"Applied Stochastic Control of Jump Diffusions","volume":"267 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122083323","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal Stopping of Jump Diffusions 跳跃扩散的最佳停止
Applied Stochastic Control of Jump Diffusions Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-02781-0_3
B. Øksendal, A. Sulem
{"title":"Optimal Stopping of Jump Diffusions","authors":"B. Øksendal, A. Sulem","doi":"10.1007/978-3-030-02781-0_3","DOIUrl":"https://doi.org/10.1007/978-3-030-02781-0_3","url":null,"abstract":"","PeriodicalId":396566,"journal":{"name":"Applied Stochastic Control of Jump Diffusions","volume":"58 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124540396","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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