On the threshold strategies in optimal stopping problems for diffusion processes
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Publication:4684901
DOI10.1017/jpr.2017.44zbMath1400.60051OpenAlexW2755373000MaRDI QIDQ4684901
Vadim I. Arkin, Alexander D. Slastnikov
Publication date: 26 September 2018
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2017.44
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