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"Optimal stopping, exponential utility, and linear programming."

Eric V. Denardo, Uriel G. Rothblum (1979)

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DOI: 10.1007/BF01582110

access: closed

type: Journal Article

metadata version: 2017-05-27

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Eric V. Denardo, Uriel G. Rothblum:
Optimal stopping, exponential utility, and linear programming. Math. Program. 16(1): 228-244 (1979)

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