"A Singular Control Problem with Discretionary Stopping for Geometric ..."

Hiroaki Morimoto (2010)

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DOI: 10.1137/080734856

access: closed

type: Journal Article

metadata version: 2020-07-09

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Hiroaki Morimoto:
A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions. SIAM J. Control. Optim. 48(6): 3781-3804 (2010)

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