AN APPLICATIONS OF CONTROLLED JUMP MODEL IN FINANCE

Journal: International Journal of Engineering Sciences & Research Technology (IJESRT) (Vol.4, No. 4)

Publication Date: 2015-04-30

Authors : Entisar Alrasheed Sidahmed;

Page : 353-357

Keywords : random differential equation; jump process; control;

Source : Download Find it from : Google Scholar

The purpose of this paper is to identify the problem formulation of controlled model with jump process.