Safe marginal time of crude oil price via escape problem of econophysics
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Cites work
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Cited in
(4)- The analysis of the dynamic optimization problem in econophysics from the point of view of the symplectic approach for constrained systems
- Stability of financial market driven by information delay and liquidity in delay agent-based model
- Risk management for crude oil futures: an optimal stopping-timing approach
- The time path of the marginal cost of oil: The turning point and the subsequent upward drift
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