A Connection between Singular Stochastic Control and Optimal Stopping
Fred Espen Benth, Kristin ReikvamVolume:
49
Language:
english
Pages:
15
Journal:
Applied Mathematics and Optimization
DOI:
10.1007/s00245-003-0778-2
Date:
December, 2004
File:
PDF, 225 KB
english, 2004