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Reflected BSDEs with random default time and related mixed optimal stopping-control problems

✍ Scribed by Dong-mei Guo, Xiao-ming Xu

Book ID: 120965654
Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2013
Tongue: English
Weight: 256 KB
Volume: 29
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-013-0202-x

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