On singular stochastic control and optimal stopping of spectrally negative jump diffusions
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Publication:3612253
DOI10.1080/17442500802215037zbMath1156.93036MaRDI QIDQ3612253
Luis H. R. Alvarez, Teppo A. Rakkolainen
Publication date: 3 March 2009
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500802215037
60G51: Processes with independent increments; Lévy processes
93E20: Optimal stochastic control
60J60: Diffusion processes
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