On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1017/jpr.2017.44 / rank
 
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Property / cites work: Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes / rank
 
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Latest revision as of 16:58, 16 July 2024

scientific article; zbMATH DE number 6943604
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English
On the threshold strategies in optimal stopping problems for diffusion processes
scientific article; zbMATH DE number 6943604

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    On the threshold strategies in optimal stopping problems for diffusion processes (English)
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    26 September 2018
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    diffusion process
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    optimal stopping
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    stopping set
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    threshold structure
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