Oksendal, Bernt
- Optimal stopping of conditional McKean-Vlasov jump diffusions
2022/07/28 by Nacira Agram, Bernt Øksendal, Agram, Nacira +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- A stochastic maximum principle via Malliavin calculus
2009/11/19 by Thilo Meyer‐Brandis, Thilo Meyer-Brandis, Xun Yu Zhou +5 · 1 citation
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60H10 #60HXX #60J75 #93E20 #Advanced Queuing Theory Analysis #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #math.OC #math.PR #msc:60H10 #msc:60HXX #msc:60J75 #msc:93E20