Optimal stopping for the exponential of a Brownian bridge (Q5109507)
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scientific article; zbMATH DE number 7199539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping for the exponential of a Brownian bridge |
scientific article; zbMATH DE number 7199539 |
Statements
Optimal stopping for the exponential of a Brownian bridge (English)
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12 May 2020
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optimal stopping
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Brownian bridge
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free boundary problems
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regularity of value function
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continuous boundary
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bond/stock selling
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