scientific article

zbMath1102.60309MaRDI QIDQ3412167

Guohe Deng, Xiang-Qun Yang

Publication date: 5 December 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

HJB equationjump-diffusion model

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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