Optimal stopping and a martingale approach to the penalty method (Q1838224)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping and a martingale approach to the penalty method |
scientific article |
Statements
Optimal stopping and a martingale approach to the penalty method (English)
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1982
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optimal stopping time
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Snell's envelope
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penalty methods
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