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Title: A computational algorithmfor the quasivariational inequality arising in singular stochastic control with applications to option pricing
Author: Noguchi, Tetsuya.
Awarding Body: Imperial College London (University of London)
Current Institution: Imperial College London
Date of Award: 2004
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available