Error estimate for a stochastic impulse control problem

F. Bonnans, Stefania Maroso and H. Zidani
february, 2006
Publication type:
Conference without proceedings
Conference:
Conference on Numerical Methods in Finance, INRIA Rocquencourt, France, Février
BibTeX:
@conference{Bon-Mar-Zid-2006-1,
    author={F. Bonnans and Stefania Maroso and H. Zidani },
    title={Error estimate for a stochastic impulse control problem },
    publisher={Conference on Numerical Methods in Finance, INRIA 
           Rocquencourt, France, Février },
    year={2006 },
    month={2},
}