On the optimal stopping problem for one-dimensional diffusions. (Q2574594): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimal stopping problem for one-dimensional diffusions. |
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On the optimal stopping problem for one-dimensional diffusions. (English)
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29 November 2005
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principle of smooth-fit
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convexity
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