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Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
  • 期刊名称：Discrete Contin. Dyn. Syst.
  • 时间：2015
  • 页码：5521-5553
  • 相关项目：随机最优转换与实物期权的定价
作者： 汤善健|Fu Zhang|
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随机最优转换与实物期权的定价
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