Asymptotics and duality for the Davis and Norman problem

Stochastics An International Journal of Probability and Stochastic Processes 2012 / 10 Vol. 84; Iss. 5-6

Asymptotics and duality for the Davis and Norman problem

Gerhold, Stefan, Muhle-Karbe, Johannes, Schachermayer, Walter
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Volume:
84
Language:
english
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
DOI:
10.1080/17442508.2011.619699
Date:
October, 2012
File:
PDF, 202 KB
english, 2012
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