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Latest revision as of 18:35, 6 July 2024

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Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem
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    Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (English)
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    9 August 2013
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    real options
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    backward stochastic differential equations
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    HJB system
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    switching strategy
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    viscosity solution of PDEs
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    variational inequalities
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