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Maximizing a function of the survival time of a Wiener process in an interval

Mario Lefebvre

Paper (2010)

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Department: Department of Mathematics and Industrial Engineering
ISBN: 9783642223686
PolyPublie URL: https://publications.polymtl.ca/16588/
Conference Title: International Conference on Stochastic Analysis and Applied Probability (SAAP 2010)
Conference Location: Yasmine Hammamet, Tunisia
Conference Date(s): 2010-10-07 - 2010-10-09
Publisher: Springer
DOI: 10.1007/978-3-642-22368-6_8
Official URL: https://doi.org/10.1007/978-3-642-22368-6_8
Date Deposited: 18 Apr 2023 15:13
Last Modified: 25 Sep 2024 15:54
Cite in APA 7: Lefebvre, M. (2010, October). Maximizing a function of the survival time of a Wiener process in an interval [Paper]. International Conference on Stochastic Analysis and Applied Probability (SAAP 2010), Yasmine Hammamet, Tunisia. https://doi.org/10.1007/978-3-642-22368-6_8

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