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An impulse control of a geometric Brownian motion with quadratic costs

An impulse control of a geometric Brownian motion with quadratic costs

Masamitsu Ohnishi; Motoh Tsujimura

作者Masamitsu Ohnishi; Motoh Tsujimura
卷第168卷
期第2期
印刷ISSN0377-2217
文件大小348.27KB
发表时间2006
DOI10.1016/j.ejor.2004.07.006
页码311-321

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