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"Impulse Control of Multidimensional Jump Diffusions."

Mark H. A. Davis, Xin Guo, Guoliang Wu (2010)

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DOI: 10.1137/090780419

access: closed

type: Journal Article

metadata version: 2020-07-09

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Mark H. A. Davis, Xin Guo, Guoliang Wu:
Impulse Control of Multidimensional Jump Diffusions. SIAM J. Control. Optim. 48(8): 5276-5293 (2010)

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