Threshold stopping rules for diffusion processes and Stefan's problem (Q1930852): Difference between revisions

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+Q3378055
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+Reward functionals, salvage values, and optimal stopping
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+On the optimal stopping problem for one-dimensional diffusions.
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+Optimal time to invest when the price processes are geometric Brownian motions
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+A Variational Approach to Optimal Stopping Problems for Diffusion Processes
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