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20172020
most citedStudy of the Particular Solution of a Hamilton-Jacobi-Bellman Equation for a Jump-Diffusion Process

2 citations · 3 across the 2 of their papers we have counts for

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math.PR2017

Optimal stopping of one-dimensional diffusions with integral criteria

Manuel Guerra, Cláudia Nunes, Carlos Oliveira

This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The res…