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A. CADENILLAS: Contributions to the Stochastic Version of Pontryagin's Maximum Principle, May 1992.
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C. HOU : Some Approximation Issues in the Mathematics of Finance, February 2000.
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K. KAMIZONO: Partial Hedging under Proportional Transaction Costs, May 2001.
S. DAYANIK: Contributions to the Theory of Optimal Stopping for One-Dimensional Diffusions, April 2002. Winner of the 2002 George E. Nicholson Student Paper Competition.
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I.M. ZAMFIRESCU: Optimal Stopping Under Model Uncertainty, May 2003.
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NIKOLAOS ENGLEZOS: Aspects of Utility Maximization with Habit-Formation: Dynamic Programming and Stochastic PDE’s. February 2007.