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Impulse Control Problems Under Non-constant Volatility
Language: en
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Authors: Juan Felipe Moreno
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Type: BOOK - Published: 2007 - Publisher:

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ABSTRACT: The objective of this dissertation is to study impulse control problems in situations where the volatility of the underlying process is not constant.
Dissertation Abstracts International
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Applied Stochastic Control of Jump Diffusions
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Type: BOOK - Published: 2019-04-17 - Publisher: Springer

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Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap
IMF Staff Papers, Volume 48, No. 2
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Authors: International Monetary Fund. Research Dept.
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Type: BOOK - Published: 2001-12-12 - Publisher: International Monetary Fund

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This paper analyzes the link between product variety and economic growth. It finds support for the hypothesis that a greater degree of product variety relative
Applied Stochastic Processes and Control for Jump Diffusions
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A practical, entry-level text integrating the basic principles of applied mathematics and probability, and computational science.