Closed-form solutions to stochastic process switching problems
| Year of publication: |
2008
|
|---|---|
| Authors: | François, Pascal ; Morellec, Erwan |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 2176257. - Vol. 44.2008, 11, p. 1072-1083
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