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Academic Journal
Authors: Boyarchenko, Svetlana1 sboyarch@eco.utexas.edu, Levendorskiĭ, Sergei1 leven@eco.utexas.edu
Superior Title: SIAM Journal on Control & Optimization. 2009, Vol. 48 Issue 3, p1353-1376. 24p. 5 Charts.
Subject Terms: *MARKOV processes, *MARKOV operators, *EXCESSIVE measures (Mathematics), *PRICING, *STOCHASTIC processes, *MARKET volatility