Optimal Stopping of a Hilbert Space Valued Diffusion: An Infinite Dimensional Variational Inequality (2015)
Attributed to:
Optimal Prediction in Local Electricity Markets
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s00245-015-9302-8
Publication URI: http://dx.doi.org/10.1007/s00245-015-9302-8
Type: Journal Article/Review
Parent Publication: Applied Mathematics & Optimization
Issue: 2