Error estimate for a stochastic impulse control problem

F. Bonnans, Stefania Maroso and Hasnaa 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 Hasnaa 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},
}