A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions (Q3629486)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions |
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A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions (English)
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27 May 2009
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stochastic impulse control
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diffusions
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optimal stopping
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concavity
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