stochastic impulse control

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A Bank Salvage Model by Impulse Stochastic Controls

Francesco Giuseppe Cordoni;Luca Di Persio;Yilun Jiang;Cordoni, Francesco Giuseppe;Di Persio, Luca;...

2020 risks DOI: 10.3390/risks8020060 125 views

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bank salvage model viscosity solution inaccessible bankruptcy time smooth-fit property