An impulse control of a geometric Brownian motion with quadratic costs
Work
Year: 2004
Type: article
Authors Masamitsu Ohnishi, Motoh Tsujimura
Institutions Kyoto University, Osaka University of Economics
Cites: 16
Cited by: 34
Related to: 10
FWCI:
Citation percentile (by year/subfield): 90.72
Subfield: Finance
Domain: Social Sciences
Open Access status: closed