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On the Singular Control of a Diffusion and Its Running Infimum or Supremum

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ferrari, Giorgio, Rodosthenous, Neofytos
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability Mathematical Finance 93E20, 60J60, 49L12, 91B70
Online Access:	Acceder al recurso
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