On singular stochastic control and optimal stopping of spectrally negative jump diffusions

By Alvarez Luis   Rakkolainen Teppo  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 81, Iss. 1, 2009-02 ,pp. : 55-78

Taylor & Francis Ltd

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Optimal stopping and stochastic control differential games for jump diffusions

By Baghery Fouzia   Haadem Sven   Øksendal Bernt   Turpin Isabelle  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 1, 2013-02 ,pp. : 85-97

Taylor & Francis Ltd

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Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

By Framstad N. C.   Øksendal B.   Sulem A.  

Journal of Optimization Theory and Applications, Vol. 121, Iss. 1, 2004-04 ,pp. : 77-98

Springer Publishing Company

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Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

By Framstad N.   Øksendal B.   Sulem A.  

Journal of Optimization Theory and Applications, Vol. 124, Iss. 2, 2005-02 ,pp. : 511-512

Springer Publishing Company

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Book Review: Stochastic Analysis and Related Topics VI. (Eds.: Laurent Decreusefond, Jon Gjerde, Bernt Øksendal, Ali Süleyman Üstünel) The Geilo Workshop, 1996. Progress in Probability 42, Birkhäuser, Boston 1998, xii+409 pages, ISBN 0-8176-4018-5, Price DM 268

By Vrkoč I.  

Applications of Mathematics, Vol. 44, Iss. 3, 1999-06 ,pp. : 243-243

Springer Publishing Company

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