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"Optimal starting-stopping and switching of a CIR process with fixed costs."

Tim Leung, Xin Li, Zheng Wang (2014)

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DOI: 10.3233/RDA-140107

access: closed

type: Journal Article

metadata version: 2020-09-01

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Tim Leung, Xin Li, Zheng Wang:
Optimal starting-stopping and switching of a CIR process with fixed costs. Risk Decis. Anal. 5(2-3): 149-161 (2014)

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