On the One-Dimensional Optimal Switching Problem (Q3169086): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the One-Dimensional Optimal Switching Problem |
scientific article |
Statements
On the One-Dimensional Optimal Switching Problem (English)
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27 April 2011
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optimal switching problems
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optimal stopping problems
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Itô diffusions
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