Time discretization and quantization methods for optimal multiple switching problem
- 作者Paul Gassiat; Idris Kharroubi; Huyên Pham
- 卷第122卷
- 期第5期
- 印刷ISSN0304-4149
- 文件大小344.33KB
- 发表时间2012
- DOI10.1016/j.spa.2012.02.008
- 页码2019-2052
同作者推荐
A DIRECT PROOF OF THE BICHTELER—DELLACHERIE THEOREM AND CONNECTIONS TO ARBITRAGEMathias Beiglböck, Walter Schachermayer and Bezirgen Veliyev · The Annals of Probability · 2011
A direct proof of the Bichteler–Dellacherie theorem and connections to arbitrageBeiglböck, Mathias; Schachermayer, Walter; Veliyev, Bezirgen · The Annals of Probability · 2011