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New Results - Stochastic control - Application in finance and assurance
New Results - Stochastic control - Application in finance and assurance
2006
B. Øksendal
D. Hernandez Hernandez
M.C. Quenez
A. Sulem
P. Tankov
Keywords:
Stochastic control
Stochastic modelling
Financial economics
Actuarial science
Continuous-time stochastic process
Finance
Economics
Correction
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