Constructing time-homogeneous generalized diffusions consistent with optimal stopping values (Q3108376): Difference between revisions

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-David G. Hobson
@@ Property / author: David G. Hobson / rank @@
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@@ Property / author @@
+David G. Hobson
@@ Property / author: David G. Hobson / rank @@
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+W1974241948
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+.0160
@@ Property / arXiv ID: 1005.0160 / rank @@
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@@ Property / cites work @@
+GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS
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