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scientific article; zbMATH DE number 2110605
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scientific article; zbMATH DE number 2110605

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    author
    Mattias Jonsson
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    Ronnie Sircar
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    publication date
    26 October 2004
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    zbMATH DE Number
    2110605
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    zbMATH Keywords
    stochastic control problems
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    Hamilton-Jacobi-Bellman partial differential equations
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    stochastic volatility
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