On the problem of optimal stopping for the composite Russian option (Q612170): Difference between revisions
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Latest revision as of 10:02, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the problem of optimal stopping for the composite Russian option |
scientific article |
Statements
On the problem of optimal stopping for the composite Russian option (English)
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3 January 2011
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optimal stopping
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Russian option
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domains of the stopping
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extension of observations
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induction
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