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Stochastic control of SDEs associated with Lévy generators and application to financial optimization

Jonathan Bennett, Jiang-lun Wu Orcid Logo

Frontiers of Mathematics in China

Swansea University Author: Jiang-lun Wu Orcid Logo

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DOI (Published version): 10.1007/s11464-009-0052-2

Published in: Frontiers of Mathematics in China
Published: 2010
URI: https://cronfa.swan.ac.uk/Record/cronfa7450
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first_indexed 2017-10-04T18:19:38Z
last_indexed 2018-02-09T04:35:38Z
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spelling 2017-10-04T17:44:44.1301186 v2 7450 2012-02-23 Stochastic control of SDEs associated with Lévy generators and application to financial optimization dbd67e30d59b0f32592b15b5705af885 0000-0003-4568-7013 Jiang-lun Wu Jiang-lun Wu true false 2012-02-23 SMA Journal Article Frontiers of Mathematics in China 31 12 2010 2010-12-31 10.1007/s11464-009-0052-2 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2017-10-04T17:44:44.1301186 2012-02-23T17:01:55.0000000 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jonathan Bennett 1 Jiang-lun Wu 0000-0003-4568-7013 2
title Stochastic control of SDEs associated with Lévy generators and application to financial optimization
spellingShingle Stochastic control of SDEs associated with Lévy generators and application to financial optimization
Jiang-lun Wu
title_short Stochastic control of SDEs associated with Lévy generators and application to financial optimization
title_full Stochastic control of SDEs associated with Lévy generators and application to financial optimization
title_fullStr Stochastic control of SDEs associated with Lévy generators and application to financial optimization
title_full_unstemmed Stochastic control of SDEs associated with Lévy generators and application to financial optimization
title_sort Stochastic control of SDEs associated with Lévy generators and application to financial optimization
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Jonathan Bennett
Jiang-lun Wu
format Journal article
container_title Frontiers of Mathematics in China
publishDate 2010
institution Swansea University
doi_str_mv 10.1007/s11464-009-0052-2
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
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active_str 0
published_date 2010-12-31T03:09:16Z
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score 11.037253

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