On the optimal stopping problem for one-dimensional diffusions. (Q2574594): Difference between revisions
From MaRDI portal
Revision as of 12:31, 11 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the optimal stopping problem for one-dimensional diffusions. |
scientific article |
Statements
On the optimal stopping problem for one-dimensional diffusions. (English)
0 references
29 November 2005
0 references
principle of smooth-fit
0 references
convexity
0 references
0 references