Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping for Processes with Independent Increments, and Applications |
scientific article |
Statements
Optimal Stopping for Processes with Independent Increments, and Applications (English)
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2 February 2010
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optimal stopping
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random walk
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Lévy process
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option pricing
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Wiener-Hopf factorization
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