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~institution:"HAL"
~person:"Mnif, Mohamed"
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Optimal multiple stopping
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jump diffusion process
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Optimal multiple stopping problem and financial applications
Latifa, Imene Ben
;
Bonnans, J. Frederic
;
Mnif, Mohamed
-
HAL
-
2011
time problem as the unique
viscosity
solution
of the associated Hamilton-Jacobi-Bellman Variational Inequality. …
Persistent link: https://www.econbiz.de/10009368183
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