Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon
Work
Year: 2013
Type: article
Abstract: This paper analyzes a class of impulse control problems for multidimensional jump diffusions in the finite time horizon. Following the basic mathematical setup from Stroock and Varadhan [Multidimensio... more
Authors Yann-Shin Aaron Chen, Xin Guo
Institution University of California, Berkeley
Cites: 35
Cited by: 21
Related to: 10
FWCI: 0.659
Citation percentile (by year/subfield): 87.89
Subfield: Finance
Domain: Social Sciences
Open Access status: green