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Applied Stochastic Control of Jump Diffusions

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Attention for Chapter 2: Optimal Stopping of Jump Diffusions
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Chapter title
Optimal Stopping of Jump Diffusions
Chapter number 2
Book title
Applied Stochastic Control of Jump Diffusions
Published by
Springer, Berlin, Heidelberg, January 2005
DOI 10.1007/3-540-26441-8_2
Book ISBNs
978-3-54-014023-8, 978-3-54-026441-5