Impulse control for jump-diffusions: viscosity solutions of quasi-variational inequalities and applications in bank risk management

Download or Read eBook Impulse control for jump-diffusions: viscosity solutions of quasi-variational inequalities and applications in bank risk management PDF written by Roland C. Seydel and published by . This book was released on 2010 with total page 254 pages. Available in PDF, EPUB and Kindle.

Author	: Roland C. Seydel
Publisher	:
Total Pages	: 254
Release	: 2010
ISBN-10	: OCLC:699835488
ISBN-13	:
Rating	: 4/5 (88 Downloads)

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Book Synopsis Impulse control for jump-diffusions: viscosity solutions of quasi-variational inequalities and applications in bank risk management by : Roland C. Seydel

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ABSTRACT: The objective of this dissertation is to study impulse control problems in situations where the volatility of the underlying process is not constant.