A Degenerate Variance Control Problem with Discretionary Stopping (Q3626705)
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scientific article; zbMATH DE number 5556737
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Degenerate Variance Control Problem with Discretionary Stopping |
scientific article; zbMATH DE number 5556737 |
Statements
A Degenerate Variance Control Problem with Discretionary Stopping (English)
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22 May 2009
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degenerate variance control
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diffusion processes
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discretionary stopping
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0.8545975685119629
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0.8201071619987488
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0.8085631728172302
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0.8082709312438965
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0.8002299070358276
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