Maturity randomization for stochastic control problems (Q2496502): Difference between revisions
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Revision as of 02:11, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maturity randomization for stochastic control problems |
scientific article |
Statements
Maturity randomization for stochastic control problems (English)
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10 July 2006
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optimal stopping
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stochastic control
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uncertain volatility models
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