On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3150773 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the optimal stopping problem for one-dimensional diffusions. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4039796 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the optimal stopping of a one-dimensional diffusion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems / rank | |||
Normal rank | |||
Latest revision as of 16:58, 16 July 2024
scientific article; zbMATH DE number 6943604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the threshold strategies in optimal stopping problems for diffusion processes |
scientific article; zbMATH DE number 6943604 |
Statements
On the threshold strategies in optimal stopping problems for diffusion processes (English)
0 references
26 September 2018
0 references
diffusion process
0 references
optimal stopping
0 references
stopping set
0 references
threshold structure
0 references
0 references
0 references
