Work

A Verificiation Theorem for Combined Stochastic Control and Impulse Control

Year: 1998

Type: book-chapter

Source: Birkhäuser Boston eBooks

DOI: 10.1007/978-1-4612-2022-0_7

Authors: K. A. Brekke, B. Øksendal

Institution: University of Oslo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W147322235

FWCI: 9.615

Cites: 14

Cited by: 29

Related to: 10