Volatility uncertainty quantification in a stochastic control problem applied to energy

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Publication:2176387

DOI10.1007/S11009-019-09692-XzbMATH Open1441.91074OpenAlexW2894593613WikidataQ128589580 ScholiaQ128589580MaRDI QIDQ2176387FDOQ2176387


Authors: Francisco Bernal, Emmanuel Gobet, Jacques Printems Edit this on Wikidata


Publication date: 4 May 2020

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-019-09692-x




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