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Journal Articles Communications on Stochastic Analysis Year : 2014

Stochastic Control of Itô-Lévy Processes with applications to finance

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hal-01096879 , version 1 (18-12-2014)

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  • HAL Id : hal-01096879 , version 1

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Bernt Øksendal, Agnès Sulem. Stochastic Control of Itô-Lévy Processes with applications to finance. Communications on Stochastic Analysis, 2014, Special issue Third Buea International Conference on the Mathematical Sciences, 8 (1), pp.15. ⟨hal-01096879⟩
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