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Volatility Uncertainty Quantification in a Stochastic Control Problem Applied to Energy
AuthID
P-015-GF5
3
Author(s)
Bernal, F
·
Gobet, E
·
Printems, J
Document Type
Article
Year published
2019
Published
in
Methodology and Computing in Applied Probability,
ISSN: 1387-5841
Volume: 22, Issue: 1, Pages: 135-159
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DOI
:
10.1007/s11009-019-09692-x
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ISSN
: 1387-5841
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