"On the Impulse Control of Jump Diffusions."

Erhan Bayraktar, Thomas Emmerling, José-Luis Menaldi (2013)

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DOI: 10.1137/120863836

access: closed

type: Journal Article

metadata version: 2020-07-09

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Erhan Bayraktar, Thomas Emmerling, José-Luis Menaldi:
On the Impulse Control of Jump Diffusions. SIAM J. Control. Optim. 51(3): 2612-2637 (2013)

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