On the optimal stopping problem for one-dimensional diffusions. (Q2574594): Difference between revisions

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-Ioannis Karatzas
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+Reward functionals, salvage values, and optimal stopping
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+On the optimal stopping problem for one-dimensional diffusions.
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+One-dimensional diffusions and their exit spaces.
@@ Property / cites work: One-dimensional diffusions and their exit spaces. / rank @@
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+Optimal Stopping of One-Dimensional Diffusions
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+Continuous parameter optimal stopping problems
@@ Property / cites work: Continuous parameter optimal stopping problems / rank @@
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+https://doi.org/10.1016/s0304-4149(03)00076-0
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+W2157112469
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+Publication:2574594