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Finite-fuel singular control with discretionary stopping

Lookup NU author(s): Dr Mihail Zervos

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Publication metadata

Author(s): Zervos M, Karatzas I, Ocone D, Wang H

Publication type: Article

Publication status: Published

Journal: Stochastics and Stochastics Reports

Year: 2000

Volume: 71

ISSN (print): 1744-2508

ISSN (electronic): 1744-2516

Publisher: Taylor & Francis

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