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scientific article; zbMATH DE number 1867105
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scientific article; zbMATH DE number 1867105

    Statements

    author
    G. George Yin
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    Qing Zhang
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    Ruihua Liu
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    publication date
    24 March 2003
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    Mathematics Subject Classification ID
    91B28
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    60J10
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    62L20
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    60J27
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    zbMATH DE Number
    1867105
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    zbMATH Keywords
    geometric Brownian motion
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    hybrid model
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    stochastic optimization
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    recursive algorithm
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