Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (Q4018634)

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Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region
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    Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region (English)
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    16 January 1993
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    free-boundary problems
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    stochastic differential equations
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    uniformly parabolic operators
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    optimal stopping problem
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    optimal payoff function
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