Real options problem with nonsmooth obstacle
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Publication:5019591
DOI10.1137/20M1386815zbMATH Open1480.91301MaRDI QIDQ5019591FDOQ5019591
Authors: Subas Acharya, Alejandro Rivera, Alain Bensoussan, Dmitrii Rachinskii 
Publication date: 10 January 2022
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
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