From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132)
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scientific article; zbMATH DE number 6897980
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| default for all languages | No label defined |
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| English | From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding |
scientific article; zbMATH DE number 6897980 |
Statements
From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (English)
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29 June 2018
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optimal stopping
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Skorokhod embedding
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Rost's barriers
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free-boundary problems
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0.8220005035400391
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0.8172858953475952
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0.8139840960502625
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0.8098759055137634
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0.805494487285614
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