Dynamic programming principle and computable prices in financial market models with transaction costs

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Lepinette, Emmanuel, Vu, Duc Thinh
Formato:	Preprint
Publicado:	2024
Materias:	Probability
Acceso en línea:	Acceder al recurso
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// Anecdotal testing Today and Yesterday seems to indicate destroy() // is called by the garbage collector and everything is good. // Something to keep in mind though. return 0; } /** * Write function that is called when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ public function write($sessId, $data): bool { if ($this->writesDisabled) { return true; } return $this->saveSession($sessId, $data); } /** * A function that is called internally when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ abstract protected function saveSession($sessId, $data): bool; }

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