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scientific article; zbMATH DE number 5230252
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scientific article; zbMATH DE number 5230252

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    author
    A. al-Rahmah
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    A. I. El-Gohary
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    Lotfi Tadj
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    publication date
    28 January 2008
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    Mathematics Subject Classification ID
    90B30
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    91B60
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    93E20
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    49K35
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    zbMATH DE Number
    5230252
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    zbMATH Keywords
    stochastic model
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    current value
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    expected total cost
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    Itô stochastic differential equation
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