On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Wald Optimal Stopping Problem for Geometric Brownian Motions |
scientific article |
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On Wald Optimal Stopping Problem for Geometric Brownian Motions (English)
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4 December 2008
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geometric Brownian motions
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smooth-fit principle
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Wald's identity
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