Stochastic Control Problems where Small Intervention Costs Have Big Effects
Work
Year: 1999
Type: article
Author Bernt Øksendal
Institution Norwegian School of Economics
Cites: 14
Cited by: 41
Related to: 10
FWCI: 0.983
Citation percentile (by year/subfield): 89.79
Subfield: Finance
Domain: Social Sciences
Open Access status: closed