On the One-Dimensional Optimal Switching Problem (Q3169086): Difference between revisions

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Latest revision as of 14:32, 19 April 2024

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On the One-Dimensional Optimal Switching Problem
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    On the One-Dimensional Optimal Switching Problem (English)
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    27 April 2011
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    optimal switching problems
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    optimal stopping problems
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    Itô diffusions
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