A harmonic function technique for the optimal stopping of diffusions (Q3108367): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A harmonic function technique for the optimal stopping of diffusions |
scientific article |
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A harmonic function technique for the optimal stopping of diffusions (English)
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3 January 2012
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optimal stopping
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diffusions
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harmonic functions
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Martin boundary
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exchange options
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