Stochastic control problems for systems driven by normal martingales
Work
Year: 2008
Type: article
Abstract: In this paper we study a class of stochastic control problems in which the control of the jump size is essential. Such a model is a generalized version for various applied problems ranging from optima... more
Authors Rainer Buckdahn, Jin Ma, Catherine Rainer
Institution Université de Bretagne Occidentale
Cites: 20
Cited by: 5
Related to: 10
FWCI: 0.859
Citation percentile (by year/subfield): 69.62
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: bronze