Pages that link to "Item:Q1974593"
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The following pages link to Some applications of impulse control in mathematical finance (Q1974593):
Displaying 10 items.
- Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724) (← links)
- Impulse control of conditional McKean-Vlasov jump diffusions (Q6151590) (← links)
- Asymptotics of impulse control problem with multiplicative reward (Q6166251) (← links)
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case (Q6551500) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
- Event-based impulsive consensus for delayed multi-agent systems (Q6578741) (← links)
- The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses (Q6583289) (← links)
- Strong versions of impulsive controllability and sampled observability (Q6605998) (← links)
- The solution to an impulse control problem motivated by optimal harvesting (Q6627020) (← links)
- Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes (Q6647795) (← links)