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On Singular Control for Lévy Processes - MaRDI portal

On Singular Control for Lévy Processes (Q6121625)

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scientific article; zbMATH DE number 7809857
Language Label Description Also known as
English
On Singular Control for Lévy Processes
scientific article; zbMATH DE number 7809857

    Statements

    title
    On Singular Control for Lévy Processes (English)
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    author
    Kei Noba
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    Kazutoshi Yamazaki
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    publication date
    27 February 2024
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    zbMATH Keywords
    stochastic control
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    mathematical finance
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    Lévy processes
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    Identifiers

    arXiv ID
    2008.03021
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    Mathematics Subject Classification ID
    60G51
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    93E20
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    90B05
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    zbMATH DE Number
    7809857
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    OpenAlex ID
    W4296371656
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