Title of article
An impulse control of a geometric Brownian motion with quadratic costs
Author/Authors
Masamitsu Ohnishi، نويسنده , , Motoh Tsujimura، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
11
From page
311
To page
321
Keywords
Quadratic costs , impulse control , quasi-variational inequalities
Journal title
European Journal of Operational Research
Serial Year
2006
Journal title
European Journal of Operational Research
Record number
215652
Link To Document