Optimal Stopping of Linear Diffusions with Random Discounting (Q3168986)

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Optimal Stopping of Linear Diffusions with Random Discounting
scientific article

    Statements

    title
    Optimal Stopping of Linear Diffusions with Random Discounting (English)
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    author
    Savas Dayanik
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    publication date
    27 April 2011
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    zbMATH Keywords
    optimal stopping
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    diffusions
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    additive continuous functionals
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    excessive functions
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    concavity
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    smooth-fit principle
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    Identifiers

    zbMATH DE Number
    5881590
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    OpenAlex ID
    W2137390163
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