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Applied Stochastic Control of Jump Diffusions

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Attention for Chapter 8: Combined Stochastic Control and Impulse Control of Jump Diffusions
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Chapter title
Combined Stochastic Control and Impulse Control of Jump Diffusions
Chapter number 8
Book title
Applied Stochastic Control of Jump Diffusions
Published by
Springer, Berlin, Heidelberg, January 2005
DOI 10.1007/3-540-26441-8_8
Book ISBNs
978-3-54-014023-8, 978-3-54-026441-5