Intensity-based framework and penalty formulation of optimal stopping problems
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 31 (2007)
Issue (Month): 12 (December)
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Web page: http://www.elsevier.com/locate/jedc
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- Christian Hilpert & Jing Li & Alexander Szimayer, 2011. "The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees," Bonn Econ Discussion Papers bgse11_2011, University of Bonn, Germany.
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