Ecole Nationale d'Ingénieurs de Tunis (ENIT)
Optimal Liquidation, Impulse Control Problem, Quasi-Variational Inequality, Explicit Backward Scheme, Quantization Method, Viscosity Solutions
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3413770.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
stochastic control, path-dependent viscosity solutions, numerical scheme, variational inequalities, American option
This page was processed by aws-apollo5 in 0.094 seconds