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Dynamic programming for general linear quadratic optimal stochastic control with random coefficients
  • ISSN号：0363-0129
  • 期刊名称：SIAM J. Control Optim.
  • 时间：2015.4.21
  • 页码：1082-1106
  • 相关项目：随机最优转换与实物期权的定价
作者： 汤善健|
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随机最优转换与实物期权的定价
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