Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740)
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scientific article; zbMATH DE number 6316514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems |
scientific article; zbMATH DE number 6316514 |
Statements
Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (English)
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11 July 2014
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inverse optimal stopping problem
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threshold strategy
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parameter dependence
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generalized diffusion
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Gittins index
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