scientific article; zbMATH DE number 1897413
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Publication:4802408
zbMath1014.91042MaRDI QIDQ4802408
Agnès Sulem, Jean-Philippe Chancelier, Bernt Øksendal
Publication date: 27 April 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optimal stoppingportfolio optimizationimpulse controlHamilton-Jacobi-Bellman variational inequalitycombined stochastic control
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