Optimal stopping problems with discontinous reward:...

Stochastics An International Journal of Probability and Stochastic Processes 2002 Vol. 72; Iss. 1

Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions

Bassan, Bruno, Ceci, Claudia
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Volume:
72
Year:
2002
Language:
english
Pages:
23
DOI:
10.1080/10451120290008557
File:
PDF, 754 KB
english, 2002
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