Optimal control of Lévy processes and existence of optimal refraction strategies.
Hernández, Daniel
Optimal control of Lévy processes and existence of optimal refraction strategies. Optimality of refraction strategies for Lévy processes - Rio de Janeiro: IMPA, 2016. - video online
Talk.
Matematica.
Optimal control of Lévy processes and existence of optimal refraction strategies. Optimality of refraction strategies for Lévy processes - Rio de Janeiro: IMPA, 2016. - video online
Talk.
Matematica.