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"Regularity of the Optimal Stopping Problem for Jump Diffusions."

Erhan Bayraktar, Hao Xing (2012)

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DOI: 10.1137/100810915

access: closed

type: Journal Article

metadata version: 2020-07-09

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Erhan Bayraktar, Hao Xing:
Regularity of the Optimal Stopping Problem for Jump Diffusions. SIAM J. Control. Optim. 50(3): 1337-1357 (2012)

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