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Open AccessArticle10.2139/ssrn.2514032

Ambiguous Jump-Diffusions and Optimal Stopping

Svetlana Boyarchenko,Sergei Levendorskiı̌-2014-01-01-SSRN Electronic Journal
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Keywords

JumpOptimal stoppingJump diffusionMathematicsEconometricsMathematical economicsStatistical physicsEconomics

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