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An explicit solution for an optimal stopping/optimal control problem which models an asset sale

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Publisher copy:
10.1214/07-AAP511

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Institution:
University of Oxford
Division:
SSD
Department:
Divisional Administration
Sub department:
Oxford-Man Institute
Role:
Author
Journal:
Annals of Applied Probability
Volume:
18
Issue:
5
Pages:
1681-1705
Publication date:
2008-10-01
DOI:
ISSN:
1050-5164
Source identifiers:
324988
Pubs id:
pubs:324988
UUID:
uuid:19971c94-1825-4aac-88f9-b83d9281899e
Local pid:
pubs:324988
Deposit date:
2013-11-17

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