On singular stochastic control and optimal stopping of spectrally negative jump diffusions

Author: Alvarez Luis   Rakkolainen Teppo  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.81, Iss.1, 2009-02, pp. : 55-78

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