On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379): Difference between revisions

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Latest revision as of 19:53, 4 July 2024

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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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