Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (Q5255339)
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scientific article; zbMATH DE number 6445813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes |
scientific article; zbMATH DE number 6445813 |
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Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (English)
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15 June 2015
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diffusion process
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optimal stopping
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continuation set
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threshold strategy
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