Stochastic control problem with stopping time under jump-diffusion model (Q2923768)
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scientific article; zbMATH DE number 6364325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control problem with stopping time under jump-diffusion model |
scientific article; zbMATH DE number 6364325 |
Statements
3 November 2014
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stochastic control
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martingale
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value process
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stopping time
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Stochastic control problem with stopping time under jump-diffusion model (English)
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0.8576847314834595
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0.8438162803649902
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0.8377724289894104
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