Combined Optimal Stopping and Singular Stochastic Control
Work
Year: 2010
Type: article
Abstract: In this article, a simple of combined singular stochastic control and optimal stopping in the jump-diffusion model is formulated and solved. We give sufficient conditions for the existence of an optim... more
Author Ta Thi Kieu An
Institution University of Oslo
Cites: 16
Cited by: 2
Related to: 10
FWCI: 0.273
Citation percentile (by year/subfield): 59.94
Subfield: Finance
Domain: Social Sciences
Open Access status: green