Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intensity-based framework and penalty formulation of optimal stopping problems |
scientific article |
Statements
Intensity-based framework and penalty formulation of optimal stopping problems (English)
0 references
1 July 2009
0 references
linear complementarity formulation
0 references
mortgage prepayment
0 references
callable feature
0 references
intensity approach
0 references
penalty method
0 references
event risk
0 references
