Impulse control problem on finite horizon with execution delay
Autor: | Bruder, Benjamin, Pham, Huyên |
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Zdroj: | In Stochastic Processes and their Applications 2009 119(5):1436-1469 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Bruder, Benjamin, Pham, Huyên |
---|---|
Zdroj: | In Stochastic Processes and their Applications 2009 119(5):1436-1469 |
Databáze: | ScienceDirect |
Externí odkaz: |