A Degenerate Variance Control Problem with Discretionary Stopping (Q3626705): Difference between revisions
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Latest revision as of 22:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Degenerate Variance Control Problem with Discretionary Stopping |
scientific article |
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A Degenerate Variance Control Problem with Discretionary Stopping (English)
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22 May 2009
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degenerate variance control
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diffusion processes
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discretionary stopping
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