On a class of singular stochastic control problems driven by Lévy noise (Q2274296)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a class of singular stochastic control problems driven by Lévy noise |
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On a class of singular stochastic control problems driven by Lévy noise (English)
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19 September 2019
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singular stochastic control problems
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Lévy noise
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invariance
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optimal trade executions
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