Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (Q4018634): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 13:50, 5 March 2024

scientific article
Language Label Description Also known as
English
Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region
scientific article

    Statements

    Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (English)
    0 references
    0 references
    0 references
    16 January 1993
    0 references
    free-boundary problems
    0 references
    stochastic differential equations
    0 references
    uniformly parabolic operators
    0 references
    optimal stopping problem
    0 references
    optimal payoff function
    0 references

    Identifiers