Impulse control and its applications to mathematical finance
Year of publication: |
2003
|
---|---|
Authors: | Tsujimura, Motoh |
Published in: |
Ōsaka Daigaku keizaigaku. - Ōsaka : Ōsaka Daigaku, ISSN 0473-4548, ZDB-ID 879425-X. - Vol. 53.2003, 3, p. 199-220
|
Subject: | Finanzmathematik | Mathematical finance | Mathematische Optimierung | Mathematical programming | Kontrolltheorie | Control theory | USA | United States | Theorie | Theory |
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