Construction of the value function and optimal rules in...

Advances in Applied Probability 2010 / 03 Vol. 42; Iss. 1

Construction of the value function and optimal rules in optimal stopping of one-dimensional diffusions

Helmes, Kurt, Stockbridge, Richard H.
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Volume:
42
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.1239/aap/1269611148
Date:
March, 2010
File:
PDF, 253 KB
english, 2010
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