An impulse control of a geometric Brownian motion with quadratic costs
| Year of publication: |
2006
|
|---|---|
| Authors: | Ohnishi, Masamitsu ; Tsujimura, Motoh |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 168.2006, 2, p. 311-321
|
| Publisher: |
Elsevier |