A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236)
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| English | A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis |
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A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (English)
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6 October 2014
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partially reversible investment
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singular stochastic control
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zero-sum optimal stopping games
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free-boundary problems
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Skorokhod reflection problem
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0.9431026
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0.91450095
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0.91115564
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0.90755945
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0.9030004
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0.8976012
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0.89522743
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0.8942515
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0.8903718
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