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Multi-dimensional BSDE with oblique reflection and optimal switching

✍ Scribed by Ying Hu; Shanjian Tang

Publisher: Springer
Year: 2009
Tongue: English
Weight: 307 KB
Volume: 147
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s00440-009-0202-1

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