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:
10.1017/s0001867800003955
Date:
March, 2010
File:
PDF, 252 KB
english, 2010
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