An impulse control of a geometric Brownian motion with quadratic costs (Q2569026)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An impulse control of a geometric Brownian motion with quadratic costs |
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An impulse control of a geometric Brownian motion with quadratic costs (English)
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17 October 2005
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impulse control
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quasi-variational inequalities
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quadratic costs
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