Interior smoothness and zero-variance geometry for finite-maturity Heston American puts
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- Aurélien Alfonsi, 2015. "Affine Diffusions and Related Processes: Simulation, Theory and Applications," Post-Print hal-03127212, HAL.
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- Gugyum Ha & Junkee Jeon & Jehan Oh, 2026. "Consumption adjustment with mean-reverting risk premia: A singular stochastic control approach," Papers 2610.14524, arXiv.org.
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