Impulse Control of Multidimensional Jump Diffusions

Published 2010 View Full Article

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Title
Impulse Control of Multidimensional Jump Diffusions
Authors
Keywords
-
Journal
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volume 48, Issue 8, Pages 5276-5293
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2010-11-06
DOI
10.1137/090780419

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