Work

Zero-Sum Stochastic Differential Game in Finite Horizon Involving Impulse Controls

Year: 2018

Type: article

Source: Applied Mathematics & Optimization

DOI: 10.1007/s00245-018-9529-2

Authors: Brahim El Asri, Sehail Mazid

Institution: Université Ibn Zohr

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2728213907

FWCI: 3.308

Cites: 37

Cited by: 21

Related to: 10