The standard Poisson disorder problem revisited
Autor: | Bayraktar, Erhan1 erhan@umich.edu, Dayanik, Savas2,3 sdayanik@princeton.edu, Karatzas, Ioannis4 ik@math.columbia.edu |
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Zdroj: | Stochastic Processes & Their Applications. Sep2005, Vol. 115 Issue 9, p1437-1450. 14p. |
Databáze: | Academic Search Ultimate |
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