Maturity randomization for stochastic control problems
- 期刊名称The Annals of Applied Probability
- 作者Bouchard, Bruno; El Karoui, Nicole; Touzi, Nizar
- 卷第15卷
- 期第4期
- 印刷ISSN1050-5164
- 文件大小308.05KB
- 发表时间2005-11
- DOI10.1214/105051605000000593
- 页码2575-2605
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