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Capital Investment and Liquidity Management with collateralized debt.
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
Toulouse School of Economics (TSE)
-
2014
-dimensional singular control problem and use both a
viscosity
solution
approch and a verification tech- nique to get qualitative properties …
Persistent link: https://www.econbiz.de/10011086701
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