[Springer Proceedings in Mathematics & Statistics] Prokhorov and Contemporary Probability Theory Volume 33 || Solution of the Optimal Stopping Problem for One-Dimensional Diffusion Based on a Modification of the Payoff Function
Shiryaev, Albert N., Varadhan, S. R. S., Presman, Ernst L.Volume:
10.1007/97
Year:
2013
Language:
english
DOI:
10.1007/978-3-642-33549-5_22
File:
PDF, 846 KB
english, 2013