Optimal Time to Exchange Two Baskets (Q5391079)

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scientific article; zbMATH DE number 5874510
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Optimal Time to Exchange Two Baskets
scientific article; zbMATH DE number 5874510

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    Optimal Time to Exchange Two Baskets (English)
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    5 April 2011
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    log Brownian motion
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    optimal stopping time
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    continuation region
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    convex hull
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