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"Solving finite time horizon Dynkin games by optimal switching."

Randall Martyr (2016)

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DOI: 10.1017/JPR.2016.57

access: closed

type: Journal Article

metadata version: 2020-04-16

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Randall Martyr:
Solving finite time horizon Dynkin games by optimal switching. J. Appl. Probab. 53(4): 957-973 (2016)

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