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An equilibrium model of irreversible investment. Journal of Financial Economics, 62 (2): 201--245 (November 2001)When is time continuous?, , and . Journal of Financial Economics, 55 (2): 173--204 (February 2000)Market selection., , , and . J. Econ. Theory, (2017)Evaluating Portfolio Policies: A Duality Approach., , and . Oper. Res., 54 (3): 405-418 (2006)Compounding of Wealth in Proof-of-Stake Cryptocurrencies., , , , , and . Financial Cryptography, volume 11598 of Lecture Notes in Computer Science, page 42-61. Springer, (2019)Compounding of Wealth in Proof-of-Stake Cryptocurrencies., , , , , and . CoRR, (2018)Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach., , and . Operations Research, 49 (3): 372-397 (2001)Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices, and . Journal of Political Economy, 110 (6): 1255--1285 (335 12 2002)doi: 10.1086/342806.Pricing American Options: A Duality Approach., and . Operations Research, 52 (2): 258-270 (2004)A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control., , and . CDC, page 1858-1865. IEEE, (2014)