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"Upper and Lower Solutions for Regime-Switching Diffusions with ..."

Paul W. Eloe, R. H. Liu (2011)

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DOI: 10.1137/100799691

access: closed

type: Journal Article

metadata version: 2020-05-20

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Paul W. Eloe, R. H. Liu:
Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics. SIAM J. Appl. Math. 71(4): 1354-1373 (2011)

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