On optimal stopping of multidimensional diffusions (Q2000159): Difference between revisions

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+Paavo H. Salminen
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+Support theorems for unbounded convex sets
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+A harmonic function technique for the optimal stopping of diffusions
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+Multidimensional investment problem
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+Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions
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+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
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