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Dissertation/ Thesis

Backward SDEs and Sequential Stochastic Control in continuous time in finance. ; EDS Rétrogrades et Contrôle Stochastique Séquentiel en Temps Continu en Finance

Subjects: Constrained Backward SDEs; impulse control; optimal switching

  • Source: https://pastel.archives-ouvertes.fr/tel-00439542 ; Mathématiques [math]. Université Paris-Diderot - Paris VII, 2009. Français. ⟨NNT : ⟩.

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