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BSDEs with Singular Terminal Condition and a Control Problem with Constraints
Ankirchner, Stefan, Jeanblanc, Monique, Kruse, ThomasVolume:
52
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/130923518
Date:
January, 2014
File:
PDF, 308 KB
english, 2014