Exact Solutions to Optimal Control Problems for Wiener Processes with Exponential Jumps

Authors

Mario Lefebvre, Polytechnique Montréal, Montréal, Québec H3C 3A7, CanadaFollow

Recommended Citation

Lefebvre, Mario (2021) "Exact Solutions to Optimal Control Problems for Wiener Processes with Exponential Jumps," Journal of Stochastic Analysis: Vol. 2: No. 2, Article 1.
DOI: 10.31390/josa.2.2.01
Available at: https://repository.lsu.edu/josa/vol2/iss2/1

DOI

10.31390/josa.2.2.01