scientific article; zbMATH DE number 7366758
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Publication:4996640
zbMath1474.91152MaRDI QIDQ4996640
Publication date: 1 July 2021
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
default riskjump-diffusion modelrobust optimal controlstochastic differential delay equationcommon shock dependence
Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50) Actuarial mathematics (91G05) Financial markets (91G15) Jump processes on discrete state spaces (60J74)
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