Asymptotics and duality for the Davis and Norman problem

Author： Gerhold Stefan   Muhle-Karbe Johannes   Schachermayer Walter  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.84, Iss.5-6, 2012-10, pp. : 625-641

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