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Book Sections Year : 2007

On the smooth-fit property for one-dimensional optimal switching problem

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hal-00168849 , version 1 (30-08-2007)

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  • HAL Id : hal-00168849 , version 1

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H. Pham. On the smooth-fit property for one-dimensional optimal switching problem. C. Donati-Martin, M. Emery, A. Rouault, C. Stricker. Séminaire de probabilités XL, Springer, pp.187-199, 2007, Lecture Notes in Mathematics n°1899. ⟨hal-00168849⟩
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