A Finite Time Horizon Optimal Stopping Problem with Regime Switching (Q3083261)

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A Finite Time Horizon Optimal Stopping Problem with Regime Switching
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    title
    A Finite Time Horizon Optimal Stopping Problem with Regime Switching (English)
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    DOI
    10.1137/080739550
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    author
    Huiling Le
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    Chun Wang
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    publication date
    21 March 2011
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    zbMATH DE Number
    5868670
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    zbMATH Keywords
    optimal stopping
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    regime switching
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    supermartingale
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    OpenAlex ID
    W1971416245
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