On the optimal stopping problem for one-dimensional diffusions. (Q2574594): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q180799
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: Ioannis Karatzas / rank
 
Normal rank

Revision as of 14:29, 10 February 2024

scientific article
Language Label Description Also known as
English
On the optimal stopping problem for one-dimensional diffusions.
scientific article

    Statements

    On the optimal stopping problem for one-dimensional diffusions. (English)
    0 references
    0 references
    0 references
    29 November 2005
    0 references
    principle of smooth-fit
    0 references
    convexity
    0 references

    Identifiers