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"On stochastic control under poissonian intervention: optimality of a ..."
Kei Noba, Kazutoshi Yamazaki (2025)
- Kei Noba
, Kazutoshi Yamazaki
On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model. J. Appl. Probab. 62(2): 628-651 (2025)
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