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DYNKIN GAME OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS AND ASSOCIATED BACKWARD ST
  • ISSN号：0363-0129
  • 期刊名称：SIAM JOURNAL ON CONTROL AND OPTIMIZATION
  • 时间：2013
  • 页码：64-95
  • 相关项目：随机最优转换与实物期权的定价
作者： Yang, Zhou|Tang, Shanjian|
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随机最优转换与实物期权的定价
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