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"Real Options Problem with Nonsmooth Obstacle."
Subas Acharya et al. (2021)
- Subas Acharya, Alain Bensoussan, Dmitrii I. Rachinskii, Alejandro Rivera:
Real Options Problem with Nonsmooth Obstacle. SIAM J. Financial Math. 12(4): 1508-1552 (2021)
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