Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (Q2875279): Difference between revisions

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Latest revision as of 22:13, 8 July 2024

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Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions
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    Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions (English)
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    14 August 2014
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    optimal stopping
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    diffusion processes
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    smooth-fit principle
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