On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901): Difference between revisions
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Property / cites work: Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes / rank | |||
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Property / cites work: Q3150773 / rank | |||
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Property / cites work: Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions / rank | |||
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Property / cites work: On the optimal stopping problem for one-dimensional diffusions. / rank | |||
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Property / cites work: On the optimal stopping of a one-dimensional diffusion / rank | |||
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Property / cites work: On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems / rank | |||
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Latest revision as of 16:58, 16 July 2024
scientific article; zbMATH DE number 6943604
Language | Label | Description | Also known as |
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English | On the threshold strategies in optimal stopping problems for diffusion processes |
scientific article; zbMATH DE number 6943604 |
Statements
On the threshold strategies in optimal stopping problems for diffusion processes (English)
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26 September 2018
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diffusion process
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optimal stopping
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stopping set
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threshold structure
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