Zobrazeno 1 - 2
of 2
pro vyhledávání: '"variational inégalites"'
Autor:
Kharroubi, Idris
Publikováno v:
Mathématiques [math]. Université Paris-Diderot-Paris VII, 2009. Français. ⟨NNT : ⟩
Mathématiques [math]. Université Paris-Diderot-Paris VII, 2009. Français
Mathématiques [math]. Université Paris-Diderot-Paris VII, 2009. Français
We study the link between Backward SDEs and some stochastic optimal control problems and their application to mathematical finance. In the first part we focus on the BSDE representation of solution to impulse control and optimal switching. We firs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9bf68cfbea505c1ad7224c8a8caeaf39
https://pastel.hal.science/tel-00439542/file/these_kharroubi.pdf
https://pastel.hal.science/tel-00439542/file/these_kharroubi.pdf
Autor:
Kharroubi, Idris
Publikováno v:
Mathématiques [math]. Université Paris-Diderot-Paris VII, 2009. Français
We study the link between Backward SDEs and some stochastic optimal control problems and their application to mathematical finance. In the first part we focus on the BSDE representation of solution to impulse control and optimal switching. We firs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______212::9bf68cfbea505c1ad7224c8a8caeaf39
https://pastel.archives-ouvertes.fr/tel-00439542/file/these_kharroubi.pdf
https://pastel.archives-ouvertes.fr/tel-00439542/file/these_kharroubi.pdf