Volatility Uncertainty Quantification in a Stochastic Control Problem Applied to Energy
Crossref DOI link: https://doi.org/10.1007/s11009-019-09692-x
Published Online: 2019-01-24
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bernal, Francisco
Gobet, Emmanuel
Printems, Jacques
Text and Data Mining valid from 2019-01-24
Article History
Received: 3 May 2018
Revised: 26 December 2018
Accepted: 6 January 2019
First Online: 24 January 2019