Work

Singular limit of BSDES and optimal control of two scale systems with jumps in infinite dimensional spaces

Year: 2025

Type: article

Source: Springer Link (Chiba Institute of Technology)

DOI: 10.1051/cocv/2025030/pdf

Authors: Elena Bandini, Giuseppina Guatteri, Gianmario Tessitore

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W6921798709

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