Asymptotics and duality for the Davis and Norman problem

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Publication:3145080

DOI10.1080/17442508.2011.619699zbMath1276.91093arXiv1010.0627OpenAlexW1989764953MaRDI QIDQ3145080

Stefan Gerhold, Johannes Muhle-Karbe, Walter Schachermayer

Publication date: 13 December 2012

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0627




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