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Type de document
Institution
Collection spécifique
Langue
- Anglais (2)
Auteur
- Altarovici, Albert (1)
- Biswas, Imran (1)
- Jakobsen, Espen (1)
- Karlsen, Kenneth (1)
- Muhle-Karbe, Johannes (1)
- Soner, Halil (1)
Mot clé
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Viscosity solutions (2)
- Asymptotic expansions (1)
- Dynamic programming method (1)
- Fixed transaction costs (1)
- Homogenization (1)
- Integro-partial differential equations (1)
- Lévy processes (1)
- Optimal investment and consumption (1)
- Optimal stochastic control and switching (1)