Essays on optimal control of spectrally negative Lévy diffusions in financial applications

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Autoria(s): Rakkolainen, Teppo

Data(s)	07/08/2014 07/08/2014 08/08/2014
Identificador	http://www.doria.fi/handle/10024/98534 URN:ISBN:978-951-564-958-4
Idioma(s)	en
Tipo	Doctoral thesis