Absorbing boundaries and optimal stopping in a stochastic differential equation (Q1967100): Difference between revisions
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| Property / cites work: Q4714465 / rank | |||
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| Property / cites work: Higher-order implicit strong numerical schemes for stochastic differential equations / rank | |||
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| Property / cites work: Brownian motion in a field of force and the diffusion model of chemical reactions / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0375-9601(99)00117-6 / rank | |||
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Latest revision as of 11:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absorbing boundaries and optimal stopping in a stochastic differential equation |
scientific article |
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Absorbing boundaries and optimal stopping in a stochastic differential equation (English)
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8 March 2000
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