An impulse control of a geometric Brownian motion with quadratic costs
| Year of publication: |
2006
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|---|---|
| Authors: | Ohnishi, Masamitsu ; Tsujimura, Motoh |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 168.2006, 2, p. 311-321
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