Solving optimal stopping problems of linear diffusions by applying convolution approximations (Q1396959): Difference between revisions
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Latest revision as of 03:20, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving optimal stopping problems of linear diffusions by applying convolution approximations |
scientific article |
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Solving optimal stopping problems of linear diffusions by applying convolution approximations (English)
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15 July 2003
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optimal stopping
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linear diffusions
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convolution approximation
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exponential distribution
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