From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding |
scientific article |
Statements
From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (English)
0 references
29 June 2018
0 references
optimal stopping
0 references
Skorokhod embedding
0 references
Rost's barriers
0 references
free-boundary problems
0 references
