Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (Q4018634): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region |
scientific article |
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Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (English)
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16 January 1993
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free-boundary problems
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stochastic differential equations
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uniformly parabolic operators
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optimal stopping problem
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optimal payoff function
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