On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379): Difference between revisions
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Revision as of 22:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the structure of discounted optimal stopping problems for one-dimensional diffusions |
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On the structure of discounted optimal stopping problems for one-dimensional diffusions (English)
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3 January 2012
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optimal stopping problem
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free-boundary problem
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martingale approach
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