“Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View

By Ken Sennewald, Klaus Wälde. Social Science Research Network, 2006

106 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/49e95dceb8a71d4f3f7022e5f2979f1fcae2fa3a