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Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem

✍ Scribed by Chiarolla, Maria B.; Ferrari, Giorgio


Book ID
121832116
Publisher
Society for Industrial and Applied Mathematics
Year
2014
Tongue
English
Weight
365 KB
Volume
52
Category
Article
ISSN
0363-0129

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