Optimal stopping for absolute maximum of homogeneous diffusion (Q255762)

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Optimal stopping for absolute maximum of homogeneous diffusion
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    Statements

    title
    Optimal stopping for absolute maximum of homogeneous diffusion (English)
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    author
    A. A. Kamenov
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    publication date
    9 March 2016
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    zbMATH Keywords
    optimal stopping
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    homogeneous diffusion
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    absolute maximum
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J60
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    60G70
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    zbMATH DE Number
    6552633
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