The 8th Edition of the International Conference on Research in Applied Mathematics and Computer Science>
Exact solutions to the homing problem for a Wiener process with jumps
Abderrazak Moutassim  1, @  , Mario Lefebvre, @
1 : École Polytechnique de Montréal
Subject : : Abstract
Topics : Applied Mathematics to Economics and Finance
Keywords : (1) stochastic optimal control (2) Poisson process (3) first ; passage time
PDF version :  PDF version
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