A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions (Q2810055): Difference between revisions
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Latest revision as of 08:36, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions |
scientific article |
Statements
A Note on the Continuity of Free-Boundaries in Finite-Horizon Optimal Stopping Problems for One-Dimensional Diffusions (English)
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31 May 2016
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optimal stopping
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one-dimensional diffusions
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stochastic differential equation
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free boundary problems
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continuous free boundaries
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second-order linear parabolic PDEs
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