A stochastic target formulation for optimal switching problems in finite horizon
By Bruno Bouchard. 2009
57 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/20fd8d85c3a76fa53fd45cfa44ae453cbcabe55d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Idris Kharroubi
- Huyen Pham
- Jianfeng Zhang
- Jin Ma
- Thaleia Zariphopoulou
- Yasushi Ishikawa
- Peter A. Forsyth
- Shige Peng
In Finance
- Jianfeng Zhang
- Idris Kharroubi
- Huyen Pham
- Jin Ma
- Christian Bender
- Shige Peng
- Jean-François Chassagneux
- Jessica Steiner
Citations in the corpus
- Backward SDEs with constrained jumps and quasi-variational inequalities (2008, background): “We next give an example inspired by [ 4 ] where the jumps of X vanish as X goes out of a ball centered in zero in the case of impulse control.”