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    SIAMCO
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    On the Optimal Stochastic Impulse Control of Linear Diffusions

    14 years 14 days ago
    On the Optimal Stochastic Impulse Control of Linear Diffusions
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    Luis H. R. Alvarez, Jukka Lempa
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    Added 14 Dec 2010
    Updated 14 Dec 2010
    Type Journal
    Year 2008
    Where SIAMCO
    Authors Luis H. R. Alvarez, Jukka Lempa
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