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Mnif, Mohamed
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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
Saved in:
2
Optimal risk control under marked point processes shocks : a dynamic programming duality approach
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-45
Persistent link: https://www.econbiz.de/10010233243
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