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- W2056551289 abstract "We give a verification theorem by employing Arrow's generalization of the Mangasarian sufficient condition to a general jump diffusion setting and show the connections of adjoint processes to dynamic programming. The result is applied to financial optimization problems." @default.
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- W2056551289 date "2004-04-01" @default.
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- W2056551289 title "Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance" @default.
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- W2056551289 doi "https://doi.org/10.1023/b:jota.0000026132.62934.96" @default.
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