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New Results - Stochastic control of jump diffusions, Stochastic Maximum principles and BSDEs
New Results - Stochastic control of jump diffusions, Stochastic Maximum principles and BSDEs
2009
A. Cretarola
J.J.A Hosking
F. Russo
A. Sulem
Keywords:
Stochastic control
Financial economics
Mathematical optimization
Jump
Continuous-time stochastic process
Mathematics
Correction
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