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Vanishing central bank intervention in stochastic impulse control - MaRDI portal

Vanishing central bank intervention in stochastic impulse control (Q2422127)

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Vanishing central bank intervention in stochastic impulse control
scientific article

    Statements

    title
    Vanishing central bank intervention in stochastic impulse control (English)
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    author
    Gregory Gagnon
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    publication date
    18 June 2019
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    zbMATH Keywords
    stochastic impulse control
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    semimartingale
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    value function
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    Identifiers

    Mathematics Subject Classification ID
    91B64
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    93E20
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    60H10
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    62P05
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    zbMATH DE Number
    7067754
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    OpenAlex ID
    W2806860246
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