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Stochastic Control of Itô-Lévy Processes with applications to finance

Bernt Øksendal 1 Agnès Sulem 2
2 MATHRISK - Mathematical Risk handling
Inria Paris-Rocquencourt, UPEM - Université Paris-Est Marne-la-Vallée, ENPC - École des Ponts ParisTech
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https://hal.inria.fr/hal-01096879
Contributor : Martine Verneuille Connect in order to contact the contributor
Submitted on : Thursday, December 18, 2014 - 1:36:12 PM
Last modification on : Thursday, January 20, 2022 - 5:29:46 PM

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Bernt Øksendal, Agnès Sulem. Stochastic Control of Itô-Lévy Processes with applications to finance. Communications on Stochastic Analysis, Serials Publications, 2014, Special issue Third Buea International Conference on the Mathematical Sciences, 8 (1), pp.15. ⟨hal-01096879⟩

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