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A discretionary stopping problem in stochastic control: an application in credit exposure control /

Thesis (Ph. D.)--Drexel University, 2006. / Includes abstract and vita. Includes bibliographical references (leaves 105-113).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/70787184
Date January 2006
CreatorsLiao, Jiali. Banerjee, Avijit, Benson, Hande Y.
PublisherPhiladelphia, Pa. : Drexel University,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceClick for resource

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