Controlling the occupation time of an exponential martingale (Q1678509)
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scientific article; zbMATH DE number 6808431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlling the occupation time of an exponential martingale |
scientific article; zbMATH DE number 6808431 |
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Controlling the occupation time of an exponential martingale (English)
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17 November 2017
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occupation time
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bang-bang control
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exponential martingale
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minimal volatility
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maximal volatility
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