Browse/Search Results: 1-2 of 2

Selected(0)Clear Items/Page: Sort:
	OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET Journal article Journal of Industrial and Management Optimization,2023, volume: 19, issue: 4, pages: 2855-2888 Authors: Li, Sheng; Yuan, Wei; Chen, Peimin Favorite \| View/Download：4/0 \| Submit date：2025/03/25 jump-diffusion process Mean-variance stochastic delay differential equation two-dimensional dependent claims viscosity solution
	An optimal control problem associated with sdes driven by Lévy-type processes Journal article Stochastic Analysis and Applications,2008, volume: 26, issue: 3, pages: 471-494 Authors: Bennett, Jonathan; Wu, Jianglun Favorite \| View/Download：2/0 \| Submit date：2023/05/30 Jump type stochastic differential equations Lévy generators Optimal control problem Viscosity solution