Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (Q5255339): Difference between revisions

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Latest revision as of 09:59, 30 July 2024

scientific article; zbMATH DE number 6445813
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English
Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes
scientific article; zbMATH DE number 6445813

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    Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (English)
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    15 June 2015
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    diffusion process
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    optimal stopping
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    continuation set
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    threshold strategy
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