Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (Q4018634): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region |
scientific article |
Statements
Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (English)
0 references
16 January 1993
0 references
free-boundary problems
0 references
stochastic differential equations
0 references
uniformly parabolic operators
0 references
optimal stopping problem
0 references
optimal payoff function
0 references
