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Singular control with state-dependent costs for Lévy processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ernesto, Mordecki, Nora, Muler, Facundo, Oliú
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control 60G51, 60G40, 93E20
Online Access:	Acceder al recurso
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