Optimal stopping with random intervention times (Q4547102): Difference between revisions
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scientific article; zbMATH DE number 1785732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping with random intervention times |
scientific article; zbMATH DE number 1785732 |
Statements
Optimal stopping with random intervention times (English)
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28 April 2003
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optimal stopping
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American option
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variational inequality
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stochastic control
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