A Fokker-Planck Based Approach to Control Jump Processes
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Publication:4626516
DOI10.1007/978-3-319-61282-9_23zbMath1412.60125OpenAlexW2756473528MaRDI QIDQ4626516
B. Gaviraghi, Mario Annunziato, Alfio Borzì
Publication date: 28 February 2019
Published in: Novel Methods in Computational Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-61282-9_23
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