Volatility uncertainty quantification in a stochastic control problem applied to energy
DOI10.1007/S11009-019-09692-XzbMATH Open1441.91074OpenAlexW2894593613WikidataQ128589580 ScholiaQ128589580MaRDI QIDQ2176387FDOQ2176387
Authors: Francisco Bernal, Emmanuel Gobet, Jacques Printems
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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